+282.9%
SMH vs PG
+2.5%
+280.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +2.0% |
| 7D | +0.3% | -0.8% | +1.1% | 0.0% |
| 30D | -2.8% | +0.8% | -3.6% | -2.4% |
| 3M | -6.7% | -1.3% | -5.4% | -6.7% |
| 6M | +41.8% | -3.8% | +45.6% | +40.8% |
| YTD | +57.9% | +3.6% | +54.2% | +61.1% |
| 1Y | +87.6% | -5.7% | +93.4% | +87.5% |
| 3Y | +282.9% | +1.6% | +281.3% | +301.7% |
| All | +282.9% | +2.5% | +280.4% | +301.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling