-30.9%
SMCI vs PCAR
+9.5%
-40.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.0% |
| 7D | -11.5% | +3.8% | -15.3% | -14.9% |
| 30D | -33.6% | -2.0% | -31.7% | -32.7% |
| 3M | -11.7% | -19.1% | +7.4% | +10.0% |
| 6M | -21.4% | -6.8% | -14.6% | -14.9% |
| YTD | -5.1% | -2.5% | -2.6% | -1.9% |
| 1Y | -30.9% | +9.7% | -40.5% | -33.5% |
| All | -30.9% | +9.5% | -40.4% | -33.5% |
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