-13.1%
PEP vs SMTC
+514.4%
-527.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -0.4% |
| 7D | -1.4% | +12.7% | -14.1% | -1.0% |
| 30D | +0.2% | +22.0% | -21.7% | +0.9% |
| 3M | -1.1% | -12.7% | +11.6% | -0.8% |
| 6M | -13.5% | +64.8% | -78.3% | -12.6% |
| YTD | -1.2% | +100.7% | -101.9% | +0.2% |
| 1Y | -1.6% | +146.9% | -148.4% | 0.0% |
| All | -13.1% | +514.4% | -527.5% | -11.4% |
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