+362.2%
PBF vs SMTC
+504.7%
-142.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | +1.4% | +22.5% | -21.1% | -3.9% |
| 30D | +15.8% | +24.9% | -9.0% | +8.2% |
| 3M | +90.3% | +4.1% | +86.2% | +82.4% |
| 6M | +102.8% | +92.6% | +10.3% | +58.1% |
| YTD | +187.3% | +122.5% | +64.9% | +111.8% |
| 1Y | +161.8% | +166.2% | -4.4% | +79.7% |
| 3Y | +55.5% | +577.2% | -521.7% | -39.5% |
| 5Y | +801.9% | +119.0% | +682.9% | +450.4% |
| 10Y | +362.2% | +527.9% | -165.6% | +89.3% |
| All | +362.2% | +504.7% | -142.5% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling