+286.7%
SMH vs PTC
-8.0%
+294.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +2.6% |
| 7D | +5.2% | -12.8% | +18.0% | +9.0% |
| 30D | -1.5% | -9.8% | +8.2% | +0.9% |
| 3M | -4.1% | -2.1% | -2.0% | -4.4% |
| 6M | +50.8% | -18.1% | +68.9% | +62.7% |
| YTD | +59.3% | -23.5% | +82.8% | +77.5% |
| 1Y | +94.1% | -37.4% | +131.4% | +142.1% |
| 3Y | +286.7% | -7.2% | +293.9% | +248.9% |
| All | +286.7% | -8.0% | +294.7% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling