+286.8%
SMH vs PFG
+67.4%
+219.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +4.3% | +3.2% | +1.1% | +2.6% |
| 30D | +0.9% | +0.9% | -0.1% | +0.2% |
| 3M | -2.8% | +7.7% | -10.5% | -7.1% |
| 6M | +45.6% | +29.0% | +16.7% | +26.2% |
| YTD | +59.5% | +32.5% | +27.0% | +35.6% |
| 1Y | +93.4% | +47.3% | +46.1% | +54.6% |
| All | +286.8% | +67.4% | +219.4% | +182.1% |
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 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