+240.5%
SMH vs PFE
-18.8%
+259.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -6.7% | -0.7% | -6.0% | -6.6% |
| 30D | -19.8% | +5.3% | -25.2% | -20.4% |
| 3M | -15.1% | +10.1% | -25.2% | -16.2% |
| 6M | -14.6% | +18.0% | -32.7% | -16.7% |
| YTD | +34.3% | +25.8% | +8.5% | +29.5% |
| 1Y | +35.2% | +28.4% | +6.8% | +29.8% |
| 3Y | +211.7% | +20.9% | +190.8% | +196.6% |
| 5Y | +240.5% | -21.5% | +262.0% | +265.6% |
| All | +240.5% | -18.8% | +259.3% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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