+96.2%
SMH vs PGR
-6.1%
+102.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +1.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.7% |
| 30D | -0.5% | +2.9% | -3.4% | +1.7% |
| 3M | -9.6% | +12.1% | -21.8% | -1.0% |
| 6M | +42.1% | +3.7% | +38.4% | +50.6% |
| YTD | +57.4% | +2.4% | +55.1% | +66.7% |
| 1Y | +96.2% | -6.4% | +102.6% | +105.5% |
| All | +96.2% | -6.1% | +102.3% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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