-16.0%
PCG vs SMTC
+70.8%
-86.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.9% | +13.7% | +1.0% |
| 7D | +1.9% | -24.5% | +26.4% | +2.4% |
| 30D | +8.5% | -42.5% | +51.0% | +9.5% |
| 3M | -22.9% | -14.1% | -8.8% | -22.3% |
| 6M | -16.8% | +3.6% | -20.4% | -17.2% |
| YTD | -15.8% | +50.6% | -66.4% | -16.7% |
| 1Y | -16.0% | +72.2% | -88.2% | -19.0% |
| All | -16.0% | +70.8% | -86.8% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling