-2.7%
SMCI vs PTC
-33.3%
+30.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.0% | +10.6% | +3.6% |
| 7D | +6.8% | -10.3% | +17.0% | +5.2% |
| 30D | +30.6% | +1.1% | +29.4% | +30.9% |
| 3M | -15.6% | +1.6% | -17.2% | -11.1% |
| 6M | +21.3% | -13.5% | +34.7% | +37.4% |
| YTD | +35.3% | -19.1% | +54.3% | +59.1% |
| 1Y | -2.7% | -33.9% | +31.1% | +16.6% |
| All | -2.7% | -33.3% | +30.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling