+79.1%
PEP vs SMTC
+504.7%
-425.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -1.7% | +22.5% | -24.2% | -2.6% |
| 30D | +0.3% | +24.9% | -24.6% | -1.0% |
| 3M | -3.2% | +4.1% | -7.3% | -4.0% |
| 6M | -13.6% | +92.6% | -106.1% | -18.0% |
| YTD | -1.9% | +122.5% | -124.3% | -8.0% |
| 1Y | -0.6% | +166.2% | -166.8% | -8.4% |
| 3Y | -13.6% | +577.2% | -590.7% | -31.9% |
| 5Y | +3.2% | +119.0% | -115.7% | -6.7% |
| 10Y | +79.1% | +527.9% | -448.8% | +28.8% |
| All | +79.1% | +504.7% | -425.6% | +28.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling