+213.6%
SMH vs PCOR
+43.8%
+169.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -11.2% | +22.7% | -33.9% | -15.2% |
| 30D | -25.8% | +37.5% | -63.2% | -30.9% |
| 3M | -18.8% | +35.2% | -54.0% | -24.7% |
| 6M | -15.6% | +42.2% | -57.8% | -22.9% |
| YTD | +28.8% | +3.6% | +25.3% | +29.5% |
| 1Y | +32.6% | -4.8% | +37.3% | +38.1% |
| 3Y | +213.6% | +48.3% | +165.3% | +167.0% |
| All | +213.6% | +43.8% | +169.8% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling