+89.6%
PEP vs SMTC
+334.8%
-245.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +1.3% |
| 7D | +4.6% | -10.9% | +15.6% | +4.9% |
| 30D | +14.0% | -39.4% | +53.4% | +15.9% |
| 3M | +5.4% | -13.5% | +18.9% | +5.1% |
| 6M | -5.1% | -6.8% | +1.7% | -6.7% |
| YTD | +3.1% | +54.0% | -50.9% | -2.3% |
| 1Y | +4.8% | +50.8% | -46.0% | -0.8% |
| 3Y | -4.1% | +677.3% | -681.5% | -28.1% |
| 5Y | +3.0% | +28.7% | -25.8% | -3.0% |
| 10Y | +89.6% | +339.9% | -250.3% | +42.2% |
| All | +89.6% | +334.8% | -245.2% | +42.2% |
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