+44.9%
SMH vs PTC
+10.6%
+34.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +0.5% | +0.5% | 0.0% | +0.6% |
| 30D | -14.2% | +0.9% | -15.1% | -14.2% |
| 3M | -11.5% | +30.4% | -41.9% | -9.0% |
| 6M | -12.0% | +34.4% | -46.4% | -4.5% |
| YTD | +40.8% | +12.6% | +28.2% | +58.3% |
| 1Y | +44.9% | +10.2% | +34.7% | +64.2% |
| All | +44.9% | +10.6% | +34.2% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling