+1,013.0%
SMCI vs PENG
+735.0%
+278.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +1.7% | -13.0% | -11.9% |
| 7D | -0.3% | +34.6% | -34.9% | -10.7% |
| 30D | -30.9% | -35.9% | +5.0% | -20.2% |
| 3M | -28.2% | -14.7% | -13.5% | -25.7% |
| 6M | -17.7% | +13.5% | -31.2% | -23.7% |
| YTD | -7.8% | +156.1% | -163.9% | -35.1% |
| 1Y | -28.8% | +141.3% | -170.1% | -49.0% |
| 3Y | +1.5% | +223.4% | -222.0% | -34.6% |
| 5Y | +517.8% | +67.4% | +450.4% | +342.1% |
| All | +1,013.0% | +735.0% | +278.0% | +507.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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