+3,072.4%
SMCI vs PPL
+119.7%
+2,952.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -11.5% | 0.0% | -11.5% | -11.5% |
| 30D | -33.6% | +4.3% | -37.9% | -35.0% |
| 3M | -11.7% | +2.9% | -14.6% | -13.1% |
| 6M | -21.4% | +1.1% | -22.5% | -22.3% |
| YTD | -5.1% | +4.5% | -9.5% | -7.3% |
| 1Y | -30.9% | +0.1% | -31.0% | -31.3% |
| 3Y | +4.5% | +55.7% | -51.2% | -18.0% |
| 5Y | +534.2% | +47.6% | +486.6% | +402.5% |
| 10Y | +1,062.8% | +66.8% | +995.9% | +721.8% |
| All | +3,072.4% | +119.7% | +2,952.7% | +1,414.8% |
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