+534.2%
SMCI vs PPL
+47.4%
+486.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -11.5% | 0.0% | -11.5% | -11.5% |
| 30D | -33.6% | +4.3% | -37.9% | -33.8% |
| 3M | -11.7% | +2.9% | -14.6% | -11.9% |
| 6M | -21.4% | +1.1% | -22.5% | -21.5% |
| YTD | -5.1% | +4.5% | -9.5% | -5.0% |
| 1Y | -30.9% | +0.1% | -31.0% | -30.6% |
| 3Y | +4.5% | +55.7% | -51.2% | -7.0% |
| 5Y | +534.2% | +47.6% | +486.6% | +476.7% |
| All | +534.2% | +47.4% | +486.8% | +476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling