-30.9%
SMCI vs PENG
+103.2%
-134.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.6% |
| 7D | -11.5% | -16.1% | +4.6% | -4.8% |
| 30D | -33.6% | -41.5% | +7.9% | -14.7% |
| 3M | -11.7% | -19.1% | +7.4% | -5.7% |
| 6M | -21.4% | +0.9% | -22.4% | -29.0% |
| YTD | -5.1% | +128.2% | -133.3% | -45.5% |
| 1Y | -30.9% | +98.6% | -129.4% | -57.5% |
| All | -30.9% | +103.2% | -134.0% | -57.5% |
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