+96.2%
SMH vs PENG
+118.5%
-22.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +0.5% |
| 7D | +2.5% | +4.5% | -2.0% | +1.0% |
| 30D | -0.5% | -7.1% | +6.6% | +1.5% |
| 3M | -9.6% | -27.3% | +17.6% | -3.3% |
| 6M | +42.1% | +169.6% | -127.5% | +1.0% |
| YTD | +57.4% | +164.6% | -107.2% | +11.4% |
| 1Y | +96.2% | +109.5% | -13.2% | +38.5% |
| All | +96.2% | +118.5% | -22.3% | +38.5% |
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