+1,152.7%
SMH vs PENG
+661.7%
+491.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.3% | -4.2% | +2.2% |
| 7D | -4.1% | -3.8% | -0.3% | -3.8% |
| 30D | -19.2% | -40.1% | +20.9% | -6.8% |
| 3M | -16.4% | -21.8% | +5.4% | -12.3% |
| 6M | -14.0% | +3.3% | -17.3% | -19.9% |
| YTD | +35.3% | +133.6% | -98.3% | -3.6% |
| 1Y | +40.4% | +110.7% | -70.2% | +2.9% |
| 3Y | +226.8% | +204.3% | +22.6% | +104.5% |
| 5Y | +232.3% | +54.4% | +177.9% | +133.1% |
| All | +1,152.7% | +661.7% | +491.0% | +535.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling