+48.8%
PFE vs SMTC
+333.2%
-284.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | -1.7% | +11.0% | -12.7% | -2.4% |
| 30D | +0.3% | -28.5% | +28.8% | +1.8% |
| 3M | +9.4% | -14.2% | +23.6% | +9.1% |
| 6M | +14.9% | -18.0% | +32.9% | +13.8% |
| YTD | +23.8% | +55.5% | -31.7% | +15.9% |
| 1Y | +19.5% | +69.5% | -50.0% | +11.0% |
| 3Y | +21.0% | +699.7% | -678.6% | -8.7% |
| 5Y | -23.9% | +27.4% | -51.3% | -30.4% |
| All | +48.8% | +333.2% | -284.4% | +22.5% |
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