+233.7%
SMH vs PFGC
+138.1%
+95.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | +4.9% | +3.4% | +1.5% | +3.6% |
| 30D | -13.8% | +16.9% | -30.7% | -19.7% |
| 3M | -17.4% | +6.4% | -23.8% | -20.1% |
| 6M | -15.0% | +16.0% | -31.0% | -21.8% |
| YTD | +35.2% | +23.6% | +11.5% | +19.6% |
| 1Y | +41.6% | +16.6% | +25.0% | +28.5% |
| 3Y | +215.6% | +82.3% | +133.3% | +124.5% |
| All | +233.7% | +138.1% | +95.6% | +101.3% |
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