+41.8%
SMH vs PG
-5.0%
+46.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +2.2% |
| 7D | +0.3% | -0.8% | +1.1% | -0.1% |
| 30D | -2.8% | +0.8% | -3.6% | -2.3% |
| 3M | -6.7% | -1.3% | -5.4% | -6.8% |
| 6M | +41.8% | -3.8% | +45.6% | +49.1% |
| All | +41.8% | -5.0% | +46.8% | +49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling