+293.0%
PCAR vs SMTC
+365.8%
-72.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.8% | -9.2% | +1.8% |
| 7D | +2.9% | -4.8% | +7.8% | +2.9% |
| 30D | -2.1% | -37.8% | +35.7% | +3.9% |
| 3M | -20.4% | -16.5% | -3.9% | -20.4% |
| 6M | -7.0% | -4.4% | -2.6% | -10.9% |
| YTD | -2.6% | +58.0% | -60.7% | -15.5% |
| 1Y | +9.8% | +62.0% | -52.2% | -5.5% |
| 3Y | +37.3% | +745.7% | -708.4% | -26.2% |
| 5Y | +116.4% | +29.0% | +87.4% | +75.6% |
| 10Y | +293.0% | +351.4% | -58.4% | +121.3% |
| All | +293.0% | +365.8% | -72.8% | +121.3% |
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