-23.4%
SMCI vs PFE
+18.8%
-42.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -6.6% | -1.7% | -4.9% | -6.1% |
| 30D | -24.9% | +0.3% | -25.3% | -25.0% |
| 3M | -31.4% | +9.4% | -40.8% | -33.8% |
| 6M | -16.0% | +14.9% | -30.9% | -20.2% |
| YTD | -8.2% | +23.8% | -32.0% | -16.4% |
| 1Y | -23.4% | +19.5% | -42.9% | -29.8% |
| All | -23.4% | +18.8% | -42.3% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling