+5.5%
SMCI vs PCG
-21.0%
+26.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.0% | -10.3% | -11.1% |
| 7D | -0.3% | -2.0% | +1.6% | +0.1% |
| 30D | -30.9% | -2.7% | -28.2% | -30.5% |
| 3M | -28.2% | -25.1% | -3.2% | -24.1% |
| 6M | -17.7% | -22.3% | +4.6% | -13.8% |
| YTD | -7.8% | -18.5% | +10.7% | -3.3% |
| 1Y | -28.8% | -21.8% | -7.0% | -24.7% |
| All | +5.5% | -21.0% | +26.5% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling