+286.8%
SMH vs PFGC
+61.7%
+225.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +4.3% | -3.7% | +8.0% | +5.5% |
| 30D | +0.9% | -16.0% | +16.8% | +6.3% |
| 3M | -2.8% | -4.1% | +1.3% | -2.8% |
| 6M | +45.6% | +8.7% | +36.9% | +38.1% |
| YTD | +59.5% | +6.4% | +53.1% | +51.8% |
| 1Y | +93.4% | -8.4% | +101.8% | +95.2% |
| All | +286.8% | +61.7% | +225.1% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling