+327.2%
SMH vs PNR
-21.7%
+348.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +0.3% | -6.0% | +6.3% | +3.9% |
| 30D | -2.8% | -14.0% | +11.2% | +5.9% |
| 3M | -6.7% | -21.7% | +15.0% | +5.7% |
| 6M | +41.8% | -37.3% | +79.0% | +84.4% |
| YTD | +57.9% | -45.1% | +103.0% | +122.3% |
| 1Y | +87.6% | -49.1% | +136.8% | +177.9% |
| 3Y | +282.9% | -14.8% | +297.8% | +289.9% |
| All | +327.2% | -21.7% | +348.9% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 5y: compounded portfolio wealth divided by compounded PNR 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…
5y analysis · Full analysis span regression · 6 months rolling