+1,256.8%
SMH vs PGR
+5,467.1%
-4,210.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | -2.8% | +4.9% | -7.7% | -5.1% |
| 3M | -6.7% | +7.6% | -14.4% | -11.2% |
| 6M | +41.8% | +8.3% | +33.5% | +33.3% |
| YTD | +57.9% | +1.7% | +56.1% | +51.7% |
| 1Y | +87.6% | -6.8% | +94.5% | +86.1% |
| 3Y | +282.9% | +73.4% | +209.5% | +172.5% |
| 5Y | +330.4% | +161.2% | +169.2% | +140.1% |
| 10Y | +1,857.0% | +819.5% | +1,037.5% | +458.3% |
| All | +1,256.8% | +5,467.1% | -4,210.3% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling