+163.9%
PCAR vs SMTC
+116.8%
+47.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.2% | +22.5% | -22.7% | -2.7% |
| 30D | -6.9% | +24.9% | -31.8% | -9.7% |
| 3M | +2.1% | +4.1% | -2.0% | +0.4% |
| 6M | +1.6% | +92.6% | -91.0% | -8.2% |
| YTD | +12.2% | +122.5% | -110.2% | -0.6% |
| 1Y | +28.0% | +166.2% | -138.2% | +10.3% |
| 3Y | +61.0% | +577.2% | -516.2% | +11.0% |
| 5Y | +163.9% | +119.0% | +45.0% | +117.0% |
| All | +163.9% | +116.8% | +47.1% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling