+40.4%
SMCI vs PTC
-10.6%
+50.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.3% |
| 7D | +5.2% | -13.6% | +18.8% | +9.6% |
| 30D | +23.7% | -14.7% | +38.4% | +29.2% |
| 3M | -4.2% | -5.9% | +1.7% | -3.6% |
| 6M | +21.7% | -21.1% | +42.9% | +35.3% |
| YTD | +33.0% | -26.0% | +59.0% | +53.2% |
| 1Y | -9.3% | -36.8% | +27.5% | +15.9% |
| All | +40.4% | -10.6% | +50.9% | +21.1% |
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