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  • SMCI vs PFG✓SelectedUSD · PFGSMCI vs PFG performance historyLatest closeAs of-3.30%09/09
Stock and ETF performance explorer

SMCI vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,344.1%
PFG return
+249.9%
Excess return
+4,094.1%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
1D-3.3%-0.9%-2.4%-3.0%
7D+5.2%+3.2%+2.0%+3.9%
30D+23.7%+0.9%+22.8%+23.2%
3M-4.2%+7.7%-11.9%-7.6%
6M+21.7%+29.0%-7.2%+10.3%
YTD+33.0%+32.5%+0.5%+19.2%
1Y-9.3%+47.3%-56.6%-21.7%
3Y+38.7%+68.2%-29.5%+13.2%
5Y+967.2%+108.5%+858.7%+706.1%
10Y+1,745.9%+241.4%+1,504.5%+1,026.2%
All+4,344.1%+249.9%+4,094.1%+1,830.6%

Cumulative growth

Daily Returns

Daily percentage return beside PFG.

Daily Out/Under-Performance

Portfolio return minus PFG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PFG 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 PFG 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