+1,062.8%
SMCI vs PCAR
+292.6%
+770.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -11.5% | +3.8% | -15.3% | -13.9% |
| 30D | -33.6% | -2.0% | -31.7% | -33.1% |
| 3M | -11.7% | -19.1% | +7.4% | +0.2% |
| 6M | -21.4% | -6.8% | -14.6% | -17.4% |
| YTD | -5.1% | -2.5% | -2.6% | -2.3% |
| 1Y | -30.9% | +9.7% | -40.5% | -33.8% |
| 3Y | +4.5% | +34.0% | -29.5% | -14.5% |
| 5Y | +534.2% | +113.3% | +420.8% | +289.6% |
| 10Y | +1,062.8% | +278.2% | +784.6% | +455.0% |
| All | +1,062.8% | +292.6% | +770.2% | +455.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling