+1,532.6%
SMCI vs PENG
+762.7%
+769.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.4% | -1.9% | +2.3% |
| 7D | +6.8% | +4.5% | +2.2% | +5.1% |
| 30D | +30.6% | -7.1% | +37.7% | +33.7% |
| 3M | -15.6% | -27.3% | +11.7% | -7.3% |
| 6M | +21.3% | +169.6% | -148.3% | -14.0% |
| YTD | +35.3% | +164.6% | -129.4% | -4.2% |
| 1Y | -2.7% | +109.5% | -112.2% | -26.7% |
| 3Y | +40.3% | +98.9% | -58.6% | +0.2% |
| 5Y | +941.8% | +116.3% | +825.6% | +614.0% |
| All | +1,532.6% | +762.7% | +769.9% | +797.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling