+330.8%
PBF vs SMTC
+420.0%
-89.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -3.7% |
| 7D | +4.3% | +12.7% | -8.5% | +0.9% |
| 30D | +22.0% | +22.0% | 0.0% | +14.0% |
| 3M | +74.5% | -12.7% | +87.2% | +74.7% |
| 6M | +67.7% | +64.8% | +2.9% | +35.1% |
| YTD | +179.2% | +100.7% | +78.5% | +109.5% |
| 1Y | +170.0% | +146.9% | +23.1% | +86.8% |
| 3Y | +66.4% | +456.8% | -390.4% | -31.2% |
| 5Y | +764.5% | +89.2% | +675.3% | +433.8% |
| 10Y | +358.5% | +426.9% | -68.3% | +78.5% |
| All | +330.8% | +420.0% | -89.2% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling