+43.4%
SMH vs PENG
+120.5%
-77.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.1% | +6.4% | +0.2% |
| 7D | -11.2% | -20.5% | +9.3% | -4.6% |
| 30D | -20.4% | -20.4% | -0.1% | -15.8% |
| 3M | -12.4% | -16.4% | +4.0% | -9.7% |
| 6M | -0.5% | +49.2% | -49.7% | -18.5% |
| YTD | +40.0% | +147.2% | -107.2% | -6.4% |
| 1Y | +43.4% | +124.7% | -81.3% | -0.5% |
| All | +43.4% | +120.5% | -77.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling