+3,391.6%
PFE vs SMTC
+43,936.3%
-40,544.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.7% | -14.4% | -2.4% |
| 7D | -3.7% | -19.0% | +15.3% | -2.8% |
| 30D | +5.0% | -46.7% | +51.7% | +8.2% |
| 3M | +12.2% | -23.4% | +35.6% | +12.8% |
| 6M | +14.6% | -13.4% | +28.0% | +13.5% |
| YTD | +24.1% | +40.1% | -15.9% | +18.9% |
| 1Y | +26.6% | +47.7% | -21.1% | +20.7% |
| 3Y | +14.3% | +606.9% | -592.6% | -4.2% |
| 5Y | -21.9% | +14.4% | -36.3% | -28.1% |
| 10Y | +62.6% | +322.5% | -259.8% | +35.7% |
| All | +3,391.6% | +43,936.3% | -40,544.6% | +2,208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling