+4,419.4%
SMCI vs PCAR
+621.6%
+3,797.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.4% | +4.5% |
| 7D | +6.8% | -0.5% | +7.3% | +7.1% |
| 30D | +30.6% | -6.2% | +36.8% | +35.2% |
| 3M | -15.6% | +5.9% | -21.5% | -17.2% |
| 6M | +21.3% | +0.4% | +20.9% | +23.0% |
| YTD | +35.3% | +14.8% | +20.4% | +27.8% |
| 1Y | -2.7% | +30.1% | -32.8% | -14.6% |
| 3Y | +40.3% | +66.7% | -26.3% | +6.7% |
| 5Y | +941.8% | +166.1% | +775.7% | +519.4% |
| 10Y | +1,687.4% | +353.7% | +1,333.7% | +690.4% |
| All | +4,419.4% | +621.6% | +3,797.8% | +1,344.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling