+339.4%
SMH vs PTC
+1.8%
+337.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +3.7% |
| 7D | +5.2% | -12.8% | +18.0% | +11.7% |
| 30D | -1.5% | -9.8% | +8.2% | +2.5% |
| 3M | -4.1% | -2.1% | -2.0% | -5.8% |
| 6M | +50.8% | -18.1% | +68.9% | +62.9% |
| YTD | +59.3% | -23.5% | +82.8% | +78.1% |
| 1Y | +94.1% | -37.4% | +131.4% | +146.1% |
| 3Y | +286.7% | -7.2% | +293.9% | +257.8% |
| 5Y | +339.4% | +2.7% | +336.8% | +256.0% |
| All | +339.4% | +1.8% | +337.6% | +256.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling