+81.4%
PEP vs SMTC
+499.9%
-418.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +0.1% |
| 7D | +0.1% | +22.9% | -22.8% | -0.9% |
| 30D | +0.7% | +16.6% | -16.0% | -0.3% |
| 3M | -0.5% | +2.4% | -2.9% | -1.2% |
| 6M | -11.3% | +98.3% | -109.6% | -16.0% |
| YTD | -0.6% | +120.7% | -121.3% | -6.8% |
| 1Y | +1.7% | +168.3% | -166.6% | -6.3% |
| 3Y | -12.5% | +571.7% | -584.2% | -31.0% |
| 5Y | +3.9% | +114.0% | -110.1% | -5.8% |
| All | +81.4% | +499.9% | -418.5% | +30.5% |
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