+243.5%
SMH vs PCOR
-12.9%
+256.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | +12.1% | +2.2% | +9.9% | +11.4% |
| 30D | -14.7% | +37.4% | -52.1% | -23.2% |
| 3M | -14.2% | +33.2% | -47.4% | -22.7% |
| 6M | -10.6% | +60.6% | -71.2% | -25.5% |
| YTD | +39.3% | +6.2% | +33.1% | +31.6% |
| 1Y | +41.6% | -1.1% | +42.6% | +37.6% |
| 3Y | +223.4% | +48.4% | +174.9% | +154.8% |
| 5Y | +243.5% | -13.1% | +256.6% | +202.8% |
| All | +243.5% | -12.9% | +256.4% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling