+1,817.6%
SMH vs PFGC
+292.9%
+1,524.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.3% | -4.8% | +5.0% | +1.5% |
| 30D | -2.8% | -12.5% | +9.8% | +0.4% |
| 3M | -6.7% | -9.7% | +3.0% | -4.8% |
| 6M | +41.8% | +7.0% | +34.7% | +38.4% |
| YTD | +57.9% | +4.5% | +53.4% | +54.6% |
| 1Y | +87.6% | -11.6% | +99.2% | +91.0% |
| 3Y | +282.9% | +58.5% | +224.4% | +236.1% |
| 5Y | +330.4% | +112.6% | +217.8% | +250.8% |
| All | +1,817.6% | +292.9% | +1,524.7% | +1,259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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