+1,270.6%
SMH vs PPG
+708.9%
+561.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.5% |
| 7D | +4.3% | -3.7% | +8.1% | +6.7% |
| 30D | +0.9% | -7.2% | +8.1% | +5.4% |
| 3M | -2.8% | -7.3% | +4.5% | +1.1% |
| 6M | +45.6% | +0.3% | +45.4% | +43.3% |
| YTD | +59.5% | +6.5% | +52.9% | +50.2% |
| 1Y | +93.4% | +0.5% | +92.9% | +87.6% |
| 3Y | +287.1% | -15.3% | +302.4% | +310.7% |
| 5Y | +338.0% | -22.9% | +360.9% | +385.5% |
| 10Y | +1,876.8% | +28.4% | +1,848.4% | +1,396.8% |
| All | +1,270.6% | +708.9% | +561.7% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling