+43.4%
SMH vs PG
+15.9%
+27.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -6.0% | -0.7% |
| 7D | -11.2% | +5.7% | -16.9% | -8.0% |
| 30D | -20.4% | +15.4% | -35.9% | -13.3% |
| 3M | -12.4% | +13.8% | -26.2% | -5.0% |
| 6M | -0.5% | +18.3% | -18.8% | +10.3% |
| YTD | +40.0% | +20.1% | +19.9% | +63.5% |
| 1Y | +43.4% | +17.0% | +26.4% | +63.5% |
| All | +43.4% | +15.9% | +27.5% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling