+43.4%
SMH vs PNC
+32.8%
+10.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.1% |
| 7D | -11.2% | +2.3% | -13.4% | -11.5% |
| 30D | -20.4% | +7.0% | -27.4% | -21.5% |
| 3M | -12.4% | -7.3% | -5.1% | -10.7% |
| 6M | -0.5% | +8.9% | -9.4% | -3.6% |
| YTD | +40.0% | +15.5% | +24.5% | +28.0% |
| 1Y | +43.4% | +31.8% | +11.6% | +21.5% |
| All | +43.4% | +32.8% | +10.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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