-2.7%
SMCI vs PCAR
+32.4%
-35.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.4% | +4.4% |
| 7D | +6.8% | -0.5% | +7.3% | +7.3% |
| 30D | +30.6% | -6.2% | +36.8% | +38.7% |
| 3M | -15.6% | +5.9% | -21.5% | -18.5% |
| 6M | +21.3% | +0.4% | +20.9% | +17.4% |
| YTD | +35.3% | +14.8% | +20.4% | +27.2% |
| 1Y | -2.7% | +30.1% | -32.8% | -9.4% |
| All | -2.7% | +32.4% | -35.1% | -9.4% |
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