+921.6%
SMCI vs PBF
+785.3%
+136.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | +18.3% | +11.6% | +6.7% | +16.4% |
| 3M | +27.7% | +81.7% | -54.0% | +16.9% |
| 6M | +17.6% | +96.4% | -78.9% | +3.5% |
| YTD | +27.7% | +189.5% | -161.8% | +3.3% |
| 1Y | -14.9% | +180.7% | -195.6% | -31.6% |
| 3Y | +33.2% | +56.6% | -23.4% | +12.3% |
| 5Y | +921.6% | +802.0% | +119.6% | +559.4% |
| All | +921.6% | +785.3% | +136.3% | +559.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling