+1,237.1%
SMH vs PNR
+586.2%
+651.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -1.8% |
| 7D | +1.4% | -5.5% | +6.9% | +4.2% |
| 30D | -2.2% | -15.6% | +13.4% | +6.0% |
| 3M | -1.9% | -20.2% | +18.3% | +8.0% |
| 6M | +41.0% | -36.6% | +77.6% | +73.4% |
| YTD | +55.6% | -45.0% | +100.6% | +104.3% |
| 1Y | +86.8% | -47.4% | +134.3% | +150.9% |
| 3Y | +277.7% | -13.7% | +291.4% | +292.5% |
| 5Y | +324.2% | -20.8% | +345.0% | +355.5% |
| 10Y | +1,828.6% | +65.2% | +1,763.4% | +1,301.1% |
| All | +1,237.1% | +586.2% | +651.0% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling