+4,229.0%
SMCI vs PBF
+317.1%
+3,912.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.2% |
| 7D | +9.7% | +2.4% | +7.3% | +9.3% |
| 30D | +29.3% | +24.9% | +4.5% | +24.7% |
| 3M | -8.5% | +81.9% | -90.3% | -17.5% |
| 6M | +28.6% | +79.4% | -50.8% | +13.7% |
| YTD | +37.5% | +188.3% | -150.8% | +11.4% |
| 1Y | +0.5% | +177.3% | -176.7% | -18.9% |
| 3Y | +43.4% | +56.0% | -12.6% | +23.5% |
| 5Y | +1,008.2% | +804.0% | +204.2% | +585.1% |
| 10Y | +1,776.0% | +334.1% | +1,441.9% | +990.3% |
| All | +4,229.0% | +317.1% | +3,912.0% | +2,369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling