+267.1%
SMH vs PPL
+57.3%
+209.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | +2.7% | -0.1% | +3.0% |
| 30D | -0.5% | +0.5% | -0.9% | -0.4% |
| 3M | -9.6% | +0.7% | -10.3% | -9.4% |
| 6M | +42.1% | -7.6% | +49.7% | +40.9% |
| YTD | +57.4% | +1.8% | +55.6% | +58.2% |
| 1Y | +96.2% | -0.8% | +97.0% | +96.7% |
| All | +267.1% | +57.3% | +209.8% | +290.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling