+945.5%
SMCI vs PCG
-76.0%
+1,021.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -6.6% | +2.2% | -8.7% | -6.8% |
| 30D | -24.9% | +0.8% | -25.7% | -25.0% |
| 3M | -31.4% | -23.8% | -7.6% | -29.6% |
| 6M | -16.0% | -19.6% | +3.6% | -14.4% |
| YTD | -8.2% | -16.7% | +8.5% | -6.6% |
| 1Y | -23.4% | -19.4% | -4.0% | -21.9% |
| 3Y | +5.0% | -18.3% | +23.3% | +6.4% |
| 5Y | +515.0% | +10.4% | +504.6% | +502.6% |
| All | +945.5% | -76.0% | +1,021.5% | +904.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling