-76.7%
PCG vs SMTC
+365.8%
-442.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.8% | -11.5% | -0.3% |
| 7D | -1.1% | -4.8% | +3.8% | -1.0% |
| 30D | +0.1% | -37.8% | +37.9% | +5.3% |
| 3M | -24.4% | -16.5% | -8.0% | -24.1% |
| 6M | -17.7% | -4.4% | -13.3% | -20.5% |
| YTD | -17.4% | +58.0% | -75.4% | -26.9% |
| 1Y | -19.4% | +62.0% | -81.4% | -29.1% |
| 3Y | -18.6% | +745.7% | -764.3% | -53.6% |
| 5Y | +10.2% | +29.0% | -18.8% | -4.7% |
| 10Y | -76.7% | +351.4% | -428.0% | -85.1% |
| All | -76.7% | +365.8% | -442.5% | -85.1% |
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