+106.6%
PCAR vs SMTC
+13.5%
+93.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.7% | -15.2% | -3.7% |
| 7D | +0.1% | -19.0% | +19.0% | +1.8% |
| 30D | -4.6% | -46.7% | +42.2% | +1.1% |
| 3M | -22.6% | -23.4% | +0.9% | -22.0% |
| 6M | -12.0% | -13.4% | +1.4% | -13.6% |
| YTD | -6.1% | +40.1% | -46.2% | -13.8% |
| 1Y | +6.3% | +47.7% | -41.4% | -3.2% |
| 3Y | +31.8% | +606.9% | -575.1% | -13.1% |
| All | +106.6% | +13.5% | +93.2% | +80.7% |
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