+233.7%
SMH vs PENG
+56.5%
+177.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -1.0% |
| 7D | +4.9% | +13.2% | -8.3% | 0.0% |
| 30D | -13.8% | -29.9% | +16.1% | -3.5% |
| 3M | -17.4% | -22.2% | +4.9% | -12.8% |
| 6M | -15.0% | -1.9% | -13.1% | -21.5% |
| YTD | +35.2% | +142.1% | -107.0% | -14.1% |
| 1Y | +41.6% | +151.5% | -109.9% | -11.5% |
| 3Y | +215.6% | +206.9% | +8.7% | +67.0% |
| All | +233.7% | +56.5% | +177.1% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling