+1,632.9%
PBR vs SMTC
+267.1%
+1,365.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.0% | -6.4% | +1.2% |
| 7D | +2.5% | +22.9% | -20.5% | -2.6% |
| 30D | +19.4% | +16.6% | +2.7% | +13.8% |
| 3M | +20.8% | +2.4% | +18.4% | +16.3% |
| 6M | +23.5% | +98.3% | -74.8% | -1.8% |
| YTD | +83.4% | +120.7% | -37.3% | +40.8% |
| 1Y | +77.6% | +168.3% | -90.7% | +27.7% |
| 3Y | +99.9% | +571.7% | -471.9% | -6.4% |
| 5Y | +567.7% | +114.0% | +453.7% | +307.6% |
| 10Y | +621.5% | +497.0% | +124.5% | +211.0% |
| All | +1,632.9% | +267.1% | +1,365.7% | +528.0% |
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