-2.7%
SMCI vs PBF
+176.4%
-179.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.9% | +4.4% |
| 7D | +6.8% | +4.3% | +2.5% | +7.4% |
| 30D | +30.6% | +22.0% | +8.6% | +34.5% |
| 3M | -15.6% | +74.5% | -90.1% | -6.6% |
| 6M | +21.3% | +67.7% | -46.4% | +33.0% |
| YTD | +35.3% | +179.2% | -143.9% | +46.6% |
| 1Y | -2.7% | +170.0% | -172.7% | +12.1% |
| All | -2.7% | +176.4% | -179.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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