+65.0%
PPL vs SMTC
+382.5%
-317.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.3% | -11.3% | -1.6% |
| 7D | -1.0% | +12.9% | -13.8% | -2.0% |
| 30D | +3.0% | -25.6% | +28.6% | +4.6% |
| 3M | +1.1% | -4.5% | +5.7% | +0.3% |
| 6M | -0.8% | -8.3% | +7.5% | -2.3% |
| YTD | +3.5% | +69.9% | -66.5% | -3.9% |
| 1Y | -0.9% | +73.9% | -74.8% | -8.4% |
| 3Y | +54.2% | +757.7% | -703.5% | +9.7% |
| 5Y | +46.3% | +38.7% | +7.6% | +32.6% |
| 10Y | +65.0% | +376.1% | -311.1% | +26.1% |
| All | +65.0% | +382.5% | -317.5% | +26.1% |
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