+376.1%
SMTC vs PFG
+189.4%
+186.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.1% | +11.5% | +11.0% |
| 7D | +12.9% | -2.2% | +15.1% | +14.8% |
| 30D | -25.6% | +6.4% | -31.9% | -28.4% |
| 3M | -4.5% | +2.2% | -6.8% | -6.7% |
| 6M | -8.3% | +16.3% | -24.5% | -18.1% |
| YTD | +69.9% | +33.2% | +36.7% | +39.4% |
| 1Y | +73.9% | +40.6% | +33.3% | +38.1% |
| 3Y | +757.7% | +83.3% | +674.3% | +480.5% |
| 5Y | +38.7% | +97.7% | -59.0% | -10.9% |
| 10Y | +376.1% | +189.9% | +186.3% | +139.5% |
| All | +376.1% | +189.4% | +186.8% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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