+225.3%
SMH vs PEP
-5.1%
+230.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.5% |
| 7D | +12.1% | -0.3% | +12.4% | +11.9% |
| 30D | -14.7% | +11.8% | -26.4% | -10.7% |
| 3M | -14.2% | +3.7% | -17.9% | -12.3% |
| 6M | -10.6% | -4.3% | -6.3% | -9.8% |
| YTD | +39.3% | +2.1% | +37.2% | +43.3% |
| 1Y | +41.6% | +2.5% | +39.0% | +45.8% |
| All | +225.3% | -5.1% | +230.4% | +217.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling