+34.8%
SMCI vs PFGC
+59.5%
-24.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.6% |
| 7D | -1.3% | -4.8% | +3.5% | +0.2% |
| 30D | +18.3% | -17.2% | +35.5% | +24.9% |
| 3M | +27.7% | -6.3% | +34.1% | +26.9% |
| 6M | +17.6% | +8.8% | +8.7% | +9.1% |
| YTD | +27.7% | +4.9% | +22.8% | +18.1% |
| 1Y | -14.9% | -9.5% | -5.4% | -16.2% |
| All | +34.8% | +59.5% | -24.7% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling