+1,237.1%
SMH vs PG
+799.1%
+438.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | +1.4% | -2.7% | +4.1% | +2.5% |
| 30D | -2.2% | -1.5% | -0.7% | -1.7% |
| 3M | -1.9% | -3.4% | +1.5% | -1.2% |
| 6M | +41.0% | -7.0% | +48.0% | +43.7% |
| YTD | +55.6% | +2.0% | +53.6% | +51.9% |
| 1Y | +86.8% | -6.5% | +93.3% | +88.3% |
| 3Y | +277.7% | +1.2% | +276.5% | +256.7% |
| 5Y | +324.2% | +12.8% | +311.4% | +276.3% |
| 10Y | +1,828.6% | +117.7% | +1,710.9% | +1,137.3% |
| All | +1,237.1% | +799.1% | +438.0% | +530.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling