-37.6%
SMCI vs PCAR
+12.4%
-50.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.0% | -9.8% | -9.2% |
| 7D | -17.3% | +3.7% | -21.0% | -20.2% |
| 30D | -31.5% | -2.9% | -28.5% | -30.0% |
| 3M | -6.6% | -21.7% | +15.1% | +19.2% |
| 6M | +6.0% | -6.6% | +12.7% | +14.8% |
| YTD | +1.1% | -2.2% | +3.4% | +7.3% |
| 1Y | -37.6% | +12.2% | -49.8% | -35.6% |
| All | -37.6% | +12.4% | -50.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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