+12,304.7%
PCAR vs SMTC
+43,936.3%
-31,631.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.7% | -15.2% | -4.1% |
| 7D | +0.1% | -19.0% | +19.0% | +2.3% |
| 30D | -4.6% | -46.7% | +42.2% | +2.5% |
| 3M | -22.6% | -23.4% | +0.9% | -21.6% |
| 6M | -12.0% | -13.4% | +1.4% | -13.6% |
| YTD | -6.1% | +40.1% | -46.2% | -14.4% |
| 1Y | +6.3% | +47.7% | -41.4% | -4.1% |
| 3Y | +31.8% | +606.9% | -575.1% | -11.0% |
| 5Y | +104.2% | +14.4% | +89.8% | +71.7% |
| 10Y | +302.9% | +322.5% | -19.5% | +174.8% |
| All | +12,304.7% | +43,936.3% | -31,631.6% | +6,533.4% |
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