-75.2%
PCG vs SMTC
+493.3%
-568.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.0% | -6.3% | +2.3% |
| 7D | +5.4% | +22.9% | -17.5% | +2.6% |
| 30D | -15.1% | +16.6% | -31.8% | -17.2% |
| 3M | -9.8% | +2.4% | -12.2% | -11.6% |
| 6M | -18.0% | +98.3% | -116.3% | -28.0% |
| YTD | -7.2% | +120.7% | -127.9% | -20.3% |
| 1Y | +2.9% | +168.3% | -165.4% | -15.0% |
| 3Y | -11.1% | +571.7% | -582.8% | -44.8% |
| 5Y | +61.8% | +114.0% | -52.2% | +28.4% |
| 10Y | -75.2% | +497.0% | -572.1% | -85.0% |
| All | -75.2% | +493.3% | -568.4% | -85.0% |
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 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