-23.4%
SMCI vs PENG
+130.4%
-153.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | +2.3% |
| 7D | -6.6% | +13.2% | -19.8% | -12.7% |
| 30D | -24.9% | -29.9% | +5.0% | -12.1% |
| 3M | -31.4% | -22.2% | -9.2% | -25.5% |
| 6M | -16.0% | -1.9% | -14.1% | -22.6% |
| YTD | -8.2% | +142.1% | -150.3% | -48.3% |
| 1Y | -23.4% | +151.5% | -174.9% | -57.7% |
| All | -23.4% | +130.4% | -153.8% | -57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling