+1,817.6%
SMH vs PPG
+26.9%
+1,790.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.2% |
| 7D | +0.3% | -6.2% | +6.5% | +4.0% |
| 30D | -2.8% | -7.9% | +5.2% | +1.8% |
| 3M | -6.7% | -10.2% | +3.5% | -1.4% |
| 6M | +41.8% | +2.7% | +39.1% | +37.8% |
| YTD | +57.9% | +4.9% | +53.0% | +50.4% |
| 1Y | +87.6% | -3.2% | +90.8% | +86.4% |
| 3Y | +282.9% | -17.0% | +299.9% | +309.1% |
| 5Y | +330.4% | -23.3% | +353.7% | +372.6% |
| All | +1,817.6% | +26.9% | +1,790.7% | +1,450.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling