+1,770.3%
SMCI vs PFGC
+292.9%
+1,477.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.4% |
| 7D | +1.3% | -4.8% | +6.0% | +2.6% |
| 30D | +6.6% | -12.5% | +19.2% | +10.4% |
| 3M | +25.4% | -9.7% | +35.2% | +27.6% |
| 6M | +26.1% | +7.0% | +19.1% | +22.9% |
| YTD | +37.0% | +4.5% | +32.5% | +33.4% |
| 1Y | -8.8% | -11.6% | +2.8% | -7.2% |
| 3Y | +44.6% | +58.5% | -13.9% | +24.8% |
| 5Y | +995.9% | +112.6% | +883.3% | +766.5% |
| All | +1,770.3% | +292.9% | +1,477.4% | +1,152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling