+40.4%
SMCI vs PCG
-15.4%
+55.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +0.9% | -2.4% |
| 7D | +5.2% | +6.5% | -1.2% | +4.0% |
| 30D | +23.7% | -16.7% | +40.5% | +27.8% |
| 3M | -4.2% | -14.2% | +10.0% | -1.7% |
| 6M | +21.7% | -21.5% | +43.2% | +28.3% |
| YTD | +33.0% | -11.2% | +44.2% | +36.8% |
| 1Y | -9.3% | -4.2% | -5.1% | -7.4% |
| All | +40.4% | -15.4% | +55.8% | +29.7% |
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