+96.2%
SMH vs PEP
-4.0%
+100.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +1.5% |
| 7D | +2.5% | -2.4% | +5.0% | +0.9% |
| 30D | -0.5% | -0.8% | +0.4% | -0.9% |
| 3M | -9.6% | -2.2% | -7.5% | -9.7% |
| 6M | +42.1% | -14.4% | +56.5% | +35.8% |
| YTD | +57.4% | -2.2% | +59.7% | +62.2% |
| 1Y | +96.2% | -2.6% | +98.8% | +104.1% |
| All | +96.2% | -4.0% | +100.2% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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