+327.2%
SMH vs PPG
-24.1%
+351.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.2% |
| 7D | +0.3% | -6.2% | +6.5% | +4.1% |
| 30D | -2.8% | -7.9% | +5.2% | +2.0% |
| 3M | -6.7% | -10.2% | +3.5% | -1.3% |
| 6M | +41.8% | +2.7% | +39.1% | +37.4% |
| YTD | +57.9% | +4.9% | +53.0% | +49.4% |
| 1Y | +87.6% | -3.2% | +90.8% | +86.0% |
| 3Y | +282.9% | -17.0% | +299.9% | +307.9% |
| All | +327.2% | -24.1% | +351.3% | +353.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling