+359.1%
PCAR vs SMTC
+493.3%
-134.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.7% | -3.4% |
| 7D | 0.0% | +22.9% | -22.9% | -3.5% |
| 30D | -7.7% | +16.6% | -24.4% | -10.7% |
| 3M | +3.7% | +2.4% | +1.3% | +1.3% |
| 6M | +2.3% | +98.3% | -96.0% | -12.1% |
| YTD | +12.8% | +120.7% | -107.9% | -5.3% |
| 1Y | +27.8% | +168.3% | -140.5% | +2.6% |
| 3Y | +61.8% | +571.7% | -509.9% | -5.2% |
| 5Y | +168.2% | +114.0% | +54.2% | +100.2% |
| 10Y | +359.1% | +497.0% | -137.9% | +137.5% |
| All | +359.1% | +493.3% | -134.2% | +137.5% |
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