+537.8%
SMCI vs PCAR
+114.5%
+423.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.2% | -3.2% |
| 7D | -6.0% | +2.9% | -9.0% | -8.4% |
| 30D | -31.7% | -2.1% | -29.5% | -31.0% |
| 3M | -8.1% | -20.4% | +12.2% | +7.7% |
| 6M | -19.1% | -7.0% | -12.2% | -14.2% |
| YTD | -2.3% | -2.6% | +0.4% | +1.1% |
| 1Y | -28.1% | +9.8% | -37.8% | -31.4% |
| 3Y | +8.0% | +37.3% | -29.3% | -19.2% |
| 5Y | +537.8% | +116.4% | +421.4% | +221.3% |
| All | +537.8% | +114.5% | +423.3% | +221.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling