+67.9%
PPL vs SMTC
+333.2%
-265.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.6% |
| 7D | -0.4% | +11.0% | -11.4% | -1.2% |
| 30D | +2.6% | -28.5% | +31.1% | +4.5% |
| 3M | +0.8% | -14.2% | +15.0% | +0.7% |
| 6M | +1.4% | -18.0% | +19.4% | +0.7% |
| YTD | +4.3% | +55.5% | -51.2% | -2.6% |
| 1Y | +0.8% | +69.5% | -68.8% | -6.8% |
| 3Y | +57.9% | +699.7% | -641.7% | +12.6% |
| 5Y | +48.3% | +27.4% | +20.9% | +35.2% |
| All | +67.9% | +333.2% | -265.4% | +30.5% |
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