+40.4%
SMCI vs PEP
-13.9%
+54.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -4.0% |
| 7D | +5.2% | -1.7% | +6.9% | +4.2% |
| 30D | +23.7% | +0.3% | +23.4% | +24.0% |
| 3M | -4.2% | -3.2% | -1.0% | -4.9% |
| 6M | +21.7% | -13.6% | +35.3% | +14.4% |
| YTD | +33.0% | -1.9% | +34.9% | +35.7% |
| 1Y | -9.3% | -0.6% | -8.7% | -6.2% |
| All | +40.4% | -13.9% | +54.2% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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