-18.3%
PCG vs SMTC
+698.5%
-716.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.2% | +2.3% |
| 7D | +2.2% | +11.0% | -8.9% | +1.6% |
| 30D | +0.8% | -28.5% | +29.3% | +2.0% |
| 3M | -23.8% | -14.2% | -9.6% | -23.6% |
| 6M | -19.6% | -18.0% | -1.6% | -19.8% |
| YTD | -16.7% | +55.5% | -72.2% | -20.1% |
| 1Y | -19.4% | +69.5% | -88.9% | -23.2% |
| 3Y | -18.3% | +699.7% | -718.0% | -34.1% |
| All | -18.3% | +698.5% | -716.8% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling