+324.2%
SMH vs PFGC
+105.5%
+218.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.9% |
| 7D | +1.4% | -4.8% | +6.2% | +3.4% |
| 30D | -2.2% | -17.2% | +15.0% | +5.2% |
| 3M | -1.9% | -6.3% | +4.5% | -0.3% |
| 6M | +41.0% | +8.8% | +32.2% | +33.6% |
| YTD | +55.6% | +4.9% | +50.7% | +48.8% |
| 1Y | +86.8% | -9.5% | +96.3% | +90.0% |
| 3Y | +277.7% | +59.6% | +218.1% | +190.4% |
| 5Y | +324.2% | +113.5% | +210.6% | +182.9% |
| All | +324.2% | +105.5% | +218.6% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling