+250.6%
SMH vs PTC
+62.1%
+188.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -14.2% | +0.9% | -15.1% | -14.5% |
| 3M | -11.5% | +30.4% | -41.9% | -22.2% |
| 6M | -12.0% | +34.4% | -46.4% | -25.0% |
| YTD | +40.8% | +12.6% | +28.2% | +32.1% |
| 1Y | +44.9% | +10.2% | +34.7% | +37.7% |
| 3Y | +226.7% | +29.4% | +197.4% | +160.9% |
| 5Y | +250.6% | +63.7% | +186.8% | +134.5% |
| All | +250.6% | +62.1% | +188.4% | +134.5% |
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