+49.6%
PFE vs SMTC
+365.8%
-316.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.8% | -13.4% | -1.3% |
| 7D | -4.7% | -4.8% | +0.2% | -4.7% |
| 30D | +3.4% | -37.8% | +41.2% | +5.8% |
| 3M | +9.2% | -16.5% | +25.7% | +9.1% |
| 6M | +15.8% | -4.4% | +20.2% | +13.4% |
| YTD | +23.4% | +58.0% | -34.6% | +15.6% |
| 1Y | +25.8% | +62.0% | -36.2% | +17.4% |
| 3Y | +17.8% | +745.7% | -727.8% | -11.5% |
| 5Y | -20.2% | +29.0% | -49.2% | -27.0% |
| 10Y | +49.6% | +351.4% | -301.8% | +22.3% |
| All | +49.6% | +365.8% | -316.2% | +22.3% |
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