+32.9%
PFE vs SMTC
+493.3%
-460.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.3% | -3.0% |
| 7D | -2.7% | +22.9% | -25.6% | -4.1% |
| 30D | +3.8% | +16.6% | -12.8% | +2.4% |
| 3M | +10.4% | +2.4% | +8.0% | +9.3% |
| 6M | +6.3% | +98.3% | -92.0% | -0.8% |
| YTD | +17.4% | +120.7% | -103.3% | +8.4% |
| 1Y | +21.1% | +168.3% | -147.1% | +9.8% |
| 3Y | -1.6% | +571.7% | -573.3% | -22.9% |
| 5Y | -22.2% | +114.0% | -136.2% | -31.8% |
| 10Y | +32.9% | +497.0% | -464.1% | -4.8% |
| All | +32.9% | +493.3% | -460.4% | -4.8% |
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