+47.1%
PPL vs SMTC
+37.8%
+9.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.3% | -11.3% | -1.2% |
| 7D | -1.0% | +12.9% | -13.8% | -1.3% |
| 30D | +3.0% | -25.6% | +28.6% | +3.7% |
| 3M | +1.1% | -4.5% | +5.7% | +0.8% |
| 6M | -0.8% | -8.3% | +7.5% | -1.3% |
| YTD | +3.5% | +69.9% | -66.5% | +0.4% |
| 1Y | -0.9% | +73.9% | -74.8% | -4.0% |
| 3Y | +54.2% | +757.7% | -703.5% | +29.7% |
| All | +47.1% | +37.8% | +9.4% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling