+1,789.8%
SMH vs PFG
+247.4%
+1,542.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.8% |
| 7D | +1.4% | -3.0% | +4.4% | +2.8% |
| 30D | -2.2% | +2.5% | -4.7% | -3.5% |
| 3M | -1.9% | +6.1% | -7.9% | -5.3% |
| 6M | +41.0% | +31.3% | +9.7% | +22.6% |
| YTD | +55.6% | +33.6% | +22.0% | +33.8% |
| 1Y | +86.8% | +48.5% | +38.3% | +52.3% |
| 3Y | +277.7% | +69.6% | +208.0% | +185.7% |
| 5Y | +324.2% | +111.5% | +212.7% | +188.7% |
| All | +1,789.8% | +247.4% | +1,542.4% | +904.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling