+4,167.1%
SMCI vs PNR
+289.2%
+3,877.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.1% |
| 7D | -1.3% | -5.5% | +4.2% | +2.1% |
| 30D | +18.3% | -15.6% | +33.9% | +30.6% |
| 3M | +27.7% | -20.2% | +47.9% | +43.4% |
| 6M | +17.6% | -36.6% | +54.2% | +53.9% |
| YTD | +27.7% | -45.0% | +72.7% | +81.4% |
| 1Y | -14.9% | -47.4% | +32.6% | +24.0% |
| 3Y | +33.2% | -13.7% | +46.9% | +42.2% |
| 5Y | +921.6% | -20.8% | +942.4% | +1,026.9% |
| 10Y | +1,672.4% | +65.2% | +1,607.2% | +1,082.4% |
| All | +4,167.1% | +289.2% | +3,877.9% | +1,495.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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