+213.6%
SMH vs PENG
+184.4%
+29.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.4% | -8.8% | -0.9% |
| 7D | -11.2% | -19.4% | +8.2% | -5.1% |
| 30D | -25.8% | -42.4% | +16.6% | -11.4% |
| 3M | -18.8% | -25.6% | +6.8% | -13.0% |
| 6M | -15.6% | +7.3% | -22.9% | -24.9% |
| YTD | +28.8% | +113.9% | -85.0% | -14.0% |
| 1Y | +32.6% | +93.6% | -61.0% | -8.3% |
| 3Y | +213.6% | +170.2% | +43.4% | +69.7% |
| All | +213.6% | +184.4% | +29.3% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling