+2,449.8%
SMH vs PFGC
+419.1%
+2,030.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +2.5% | -2.2% | +4.7% | +3.1% |
| 30D | -0.5% | -11.9% | +11.5% | +2.5% |
| 3M | -9.6% | +5.0% | -14.6% | -11.3% |
| 6M | +42.1% | +8.6% | +33.5% | +38.3% |
| YTD | +57.4% | +9.7% | +47.8% | +52.4% |
| 1Y | +96.2% | -6.3% | +102.5% | +96.9% |
| 3Y | +267.9% | +58.2% | +209.7% | +223.3% |
| 5Y | +327.7% | +110.4% | +217.2% | +249.0% |
| 10Y | +1,764.6% | +272.8% | +1,491.9% | +1,207.8% |
| All | +2,449.8% | +419.1% | +2,030.7% | +1,574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling