+0.7%
PFE vs SMTC
+514.4%
-513.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.5% | -1.5% |
| 7D | +1.8% | +12.7% | -11.0% | +1.5% |
| 30D | +10.2% | +22.0% | -11.7% | +9.5% |
| 3M | +12.7% | -12.7% | +25.4% | +12.8% |
| 6M | +10.5% | +64.8% | -54.2% | +7.9% |
| YTD | +20.2% | +100.7% | -80.5% | +16.3% |
| 1Y | +24.1% | +146.9% | -122.8% | +19.1% |
| All | +0.7% | +514.4% | -513.8% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling