+4.7%
PEP vs SMTC
+91.8%
-87.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -0.6% |
| 7D | -1.4% | +12.7% | -14.1% | -1.3% |
| 30D | +0.2% | +22.0% | -21.7% | +0.4% |
| 3M | -1.1% | -12.7% | +11.6% | -0.9% |
| 6M | -13.5% | +64.8% | -78.3% | -13.7% |
| YTD | -1.2% | +100.7% | -101.9% | -1.5% |
| 1Y | -1.6% | +146.9% | -148.4% | -2.1% |
| 3Y | -12.5% | +456.8% | -469.3% | -16.5% |
| All | +4.7% | +91.8% | -87.1% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling