+299.5%
SMH vs PCOR
-10.3%
+309.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -11.2% | +22.7% | -33.9% | -16.9% |
| 30D | -25.8% | +37.5% | -63.2% | -33.0% |
| 3M | -18.8% | +35.2% | -54.0% | -27.0% |
| 6M | -15.6% | +42.2% | -57.8% | -26.4% |
| YTD | +28.8% | +3.6% | +25.3% | +22.6% |
| 1Y | +32.6% | -4.8% | +37.3% | +30.2% |
| 3Y | +213.6% | +48.3% | +165.3% | +150.7% |
| 5Y | +222.4% | -20.1% | +242.5% | +179.6% |
| All | +299.5% | -10.3% | +309.8% | +248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling