+1,269.2%
SMH vs PEG
+1,061.0%
+208.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +5.2% | +1.0% | +4.2% | +4.8% |
| 30D | -1.5% | -1.9% | +0.3% | -0.9% |
| 3M | -4.1% | -3.7% | -0.4% | -3.0% |
| 6M | +50.8% | -9.4% | +60.2% | +55.7% |
| YTD | +59.3% | -6.0% | +65.3% | +62.0% |
| 1Y | +94.1% | -4.4% | +98.4% | +95.7% |
| 3Y | +286.7% | +33.5% | +253.2% | +241.1% |
| 5Y | +339.4% | +35.7% | +303.7% | +281.4% |
| 10Y | +1,803.3% | +140.4% | +1,662.9% | +1,193.3% |
| All | +1,269.2% | +1,061.0% | +208.3% | +527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling