+1,008.2%
SMCI vs PENG
+107.7%
+900.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +9.7% | +7.8% | +1.9% | +5.7% |
| 30D | +29.3% | -12.2% | +41.5% | +37.1% |
| 3M | -8.5% | -20.6% | +12.1% | -0.9% |
| 6M | +28.6% | +180.9% | -152.4% | -25.0% |
| YTD | +37.5% | +162.3% | -124.7% | -18.2% |
| 1Y | +0.5% | +107.3% | -106.7% | -34.6% |
| 3Y | +43.4% | +110.8% | -67.3% | -18.6% |
| 5Y | +1,008.2% | +117.8% | +890.3% | +548.4% |
| All | +1,008.2% | +107.7% | +900.5% | +548.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling