+44.6%
SMCI vs PG
+2.5%
+42.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +8.0% |
| 7D | +1.3% | -0.8% | +2.1% | +0.8% |
| 30D | +6.6% | +0.8% | +5.8% | +7.0% |
| 3M | +25.4% | -1.3% | +26.8% | +25.2% |
| 6M | +26.1% | -3.8% | +30.0% | +24.3% |
| YTD | +37.0% | +3.6% | +33.4% | +41.3% |
| 1Y | -8.8% | -5.7% | -3.0% | -10.0% |
| 3Y | +44.6% | +1.6% | +43.0% | +46.2% |
| All | +44.6% | +2.5% | +42.1% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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