-21.0%
PCG vs SMTC
+597.8%
-618.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.7% | -14.7% | -2.5% |
| 7D | -1.6% | -19.0% | +17.4% | -0.8% |
| 30D | +1.4% | -46.7% | +48.1% | +4.0% |
| 3M | -23.4% | -23.4% | 0.0% | -22.8% |
| 6M | -19.4% | -13.4% | -6.0% | -19.9% |
| YTD | -18.5% | +40.1% | -58.5% | -21.5% |
| 1Y | -19.5% | +47.7% | -67.2% | -22.9% |
| 3Y | -21.0% | +606.9% | -627.9% | -37.9% |
| All | -21.0% | +597.8% | -618.8% | -37.9% |
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