+1,803.3%
SMH vs PPL
+55.2%
+1,748.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.2% | +1.8% | +3.5% | +4.6% |
| 30D | -1.5% | -1.1% | -0.5% | -1.2% |
| 3M | -4.1% | 0.0% | -4.1% | -4.4% |
| 6M | +50.8% | -7.6% | +58.3% | +53.8% |
| YTD | +59.3% | +1.7% | +57.6% | +57.1% |
| 1Y | +94.1% | +1.5% | +92.6% | +91.0% |
| 3Y | +286.7% | +55.3% | +231.5% | +216.1% |
| 5Y | +339.4% | +37.7% | +301.7% | +275.8% |
| 10Y | +1,803.3% | +54.0% | +1,749.3% | +1,381.7% |
| All | +1,803.3% | +55.2% | +1,748.1% | +1,381.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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