+8.0%
SMCI vs PENG
+191.6%
-183.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.3% | -9.8% | -5.4% |
| 7D | -6.0% | -3.8% | -2.3% | -6.3% |
| 30D | -31.7% | -40.1% | +8.4% | -12.9% |
| 3M | -8.1% | -21.8% | +13.7% | -0.1% |
| 6M | -19.1% | +3.3% | -22.5% | -27.8% |
| YTD | -2.3% | +133.6% | -135.9% | -45.2% |
| 1Y | -28.1% | +110.7% | -138.8% | -57.5% |
| 3Y | +8.0% | +204.3% | -196.3% | -64.9% |
| All | +8.0% | +191.6% | -183.7% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling