+5.0%
SMCI vs PTC
+29.1%
-24.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -6.6% | +0.5% | -7.0% | -6.7% |
| 30D | -24.9% | +1.2% | -26.1% | -25.1% |
| 3M | -31.4% | +27.4% | -58.7% | -34.8% |
| 6M | -16.0% | +39.2% | -55.2% | -22.4% |
| YTD | -8.2% | +12.5% | -20.7% | -4.2% |
| 1Y | -23.4% | +12.3% | -35.7% | -20.0% |
| 3Y | +5.0% | +28.8% | -23.8% | -31.9% |
| All | +5.0% | +29.1% | -24.1% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling