+1,270.6%
SMH vs PNC
+855.0%
+415.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +4.3% | -0.7% | +5.1% | +4.6% |
| 30D | +0.9% | -4.4% | +5.3% | +2.6% |
| 3M | -2.8% | +4.5% | -7.3% | -4.8% |
| 6M | +45.6% | +19.1% | +26.6% | +35.3% |
| YTD | +59.5% | +18.0% | +41.4% | +48.4% |
| 1Y | +93.4% | +24.1% | +69.4% | +76.1% |
| 3Y | +287.1% | +130.0% | +157.1% | +173.2% |
| 5Y | +338.0% | +50.4% | +287.7% | +262.3% |
| 10Y | +1,876.8% | +271.3% | +1,605.5% | +1,016.3% |
| All | +1,270.6% | +855.0% | +415.6% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling