+4,419.4%
SMCI vs PPL
+114.2%
+4,305.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +6.8% | +2.7% | +4.1% | +5.6% |
| 30D | +30.6% | +0.5% | +30.1% | +30.3% |
| 3M | -15.6% | +0.7% | -16.2% | -16.1% |
| 6M | +21.3% | -7.6% | +28.9% | +25.2% |
| YTD | +35.3% | +1.8% | +33.4% | +34.0% |
| 1Y | -2.7% | -0.8% | -2.0% | -2.9% |
| 3Y | +40.3% | +56.9% | -16.6% | +9.4% |
| 5Y | +941.8% | +39.5% | +902.3% | +748.7% |
| 10Y | +1,687.4% | +55.4% | +1,632.0% | +1,209.2% |
| All | +4,419.4% | +114.2% | +4,305.2% | +2,088.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling