+215.6%
SMH vs PFG
+82.7%
+133.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | +4.9% | +2.4% | +2.5% | +3.8% |
| 30D | -13.8% | +5.9% | -19.7% | -15.8% |
| 3M | -17.4% | -0.4% | -16.9% | -17.5% |
| 6M | -15.0% | +14.8% | -29.8% | -21.8% |
| YTD | +35.2% | +31.9% | +3.2% | +14.7% |
| 1Y | +41.6% | +38.8% | +2.8% | +16.7% |
| 3Y | +215.6% | +82.4% | +133.2% | +117.2% |
| All | +215.6% | +82.7% | +133.0% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling