+388.2%
SMH vs PCOR
-30.9%
+419.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +3.9% |
| 7D | +2.5% | -9.0% | +11.5% | +5.4% |
| 30D | -0.5% | +4.2% | -4.6% | -2.1% |
| 3M | -9.6% | +14.4% | -24.1% | -14.5% |
| 6M | +42.1% | +0.2% | +41.9% | +37.5% |
| YTD | +57.4% | -20.3% | +77.7% | +63.9% |
| 1Y | +96.2% | -16.1% | +112.4% | +98.6% |
| 3Y | +267.9% | -14.7% | +282.6% | +254.3% |
| 5Y | +327.7% | -43.2% | +370.8% | +307.4% |
| All | +388.2% | -30.9% | +419.2% | +365.0% |
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