+36.5%
PEG vs SMTC
+698.5%
-662.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +1.7% |
| 7D | +4.5% | +11.0% | -6.5% | +3.9% |
| 30D | +7.5% | -28.5% | +36.0% | +9.1% |
| 3M | +0.8% | -14.2% | +15.1% | +0.8% |
| 6M | 0.0% | -18.0% | +18.0% | -0.5% |
| YTD | -3.0% | +55.5% | -58.5% | -8.4% |
| 1Y | -4.7% | +69.5% | -74.3% | -10.7% |
| 3Y | +36.5% | +699.7% | -663.2% | +14.0% |
| All | +36.5% | +698.5% | -662.1% | +14.0% |
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 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