+967.2%
SMCI vs PCAR
+165.3%
+801.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | +5.2% | -0.2% | +5.4% | +5.4% |
| 30D | +23.7% | -6.9% | +30.6% | +30.3% |
| 3M | -4.2% | +2.1% | -6.3% | -4.4% |
| 6M | +21.7% | +1.6% | +20.1% | +22.3% |
| YTD | +33.0% | +12.2% | +20.8% | +25.4% |
| 1Y | -9.3% | +28.0% | -37.3% | -22.2% |
| 3Y | +38.7% | +61.0% | -22.3% | -4.7% |
| 5Y | +967.2% | +163.9% | +803.2% | +407.1% |
| All | +967.2% | +165.3% | +801.9% | +407.1% |
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