+48.0%
SMCI vs PENG
+108.8%
-60.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.4% | -1.9% | +1.5% |
| 7D | +6.8% | +4.5% | +2.2% | +4.5% |
| 30D | +30.6% | -7.1% | +37.7% | +34.6% |
| 3M | -15.6% | -27.3% | +11.7% | -5.2% |
| 6M | +21.3% | +169.6% | -148.3% | -25.3% |
| YTD | +35.3% | +164.6% | -129.4% | -16.9% |
| 1Y | -2.7% | +109.5% | -112.2% | -35.2% |
| All | +48.0% | +108.8% | -60.8% | -9.8% |
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 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