-17.7%
SMCI vs PCAR
-4.9%
-12.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.7% | -9.6% | -9.8% |
| 7D | -0.3% | +2.1% | -2.4% | -1.9% |
| 30D | -30.9% | -1.2% | -29.7% | -29.8% |
| 3M | -28.2% | -18.6% | -9.6% | -6.6% |
| 6M | -17.7% | -5.1% | -12.6% | -19.5% |
| All | -17.7% | -4.9% | -12.8% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling