+324.2%
SMH vs PEG
+35.4%
+288.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -2.2% | -2.8% | +0.5% | -1.3% |
| 3M | -1.9% | -6.9% | +5.1% | +0.5% |
| 6M | +41.0% | -11.4% | +52.4% | +46.8% |
| YTD | +55.6% | -7.4% | +63.0% | +58.8% |
| 1Y | +86.8% | -8.3% | +95.1% | +91.0% |
| 3Y | +277.7% | +31.5% | +246.1% | +237.1% |
| 5Y | +324.2% | +38.0% | +286.2% | +265.6% |
| All | +324.2% | +35.4% | +288.8% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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