+5.0%
SMCI vs PCOR
+50.0%
-45.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -6.6% | +3.0% | -9.6% | -7.6% |
| 30D | -24.9% | +38.7% | -63.6% | -35.3% |
| 3M | -31.4% | +24.9% | -56.2% | -38.7% |
| 6M | -16.0% | +68.8% | -84.8% | -36.2% |
| YTD | -8.2% | +6.7% | -14.9% | -11.9% |
| 1Y | -23.4% | +3.0% | -26.4% | -24.6% |
| 3Y | +5.0% | +48.6% | -43.6% | -33.0% |
| All | +5.0% | +50.0% | -45.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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