+2.0%
PEP vs SMTC
+28.0%
-26.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.8% | -12.4% | +0.6% |
| 7D | +1.0% | -4.8% | +5.9% | +1.0% |
| 30D | +12.6% | -37.8% | +50.5% | +12.0% |
| 3M | +3.1% | -16.5% | +19.6% | +3.0% |
| 6M | -6.3% | -4.4% | -1.9% | -6.4% |
| YTD | +1.9% | +58.0% | -56.2% | +1.3% |
| 1Y | +3.3% | +62.0% | -58.7% | +2.7% |
| 3Y | -4.8% | +745.7% | -750.5% | -12.8% |
| 5Y | +2.0% | +29.0% | -27.0% | +4.4% |
| All | +2.0% | +28.0% | -26.0% | +4.4% |
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 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