+340.7%
SMTC vs PFG
+184.0%
+156.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | +11.0% | +2.4% | +8.6% | +9.7% |
| 30D | -28.5% | +5.9% | -34.4% | -31.1% |
| 3M | -14.2% | -0.4% | -13.8% | -14.8% |
| 6M | -18.0% | +14.8% | -32.8% | -26.2% |
| YTD | +55.5% | +31.9% | +23.6% | +28.4% |
| 1Y | +69.5% | +38.8% | +30.7% | +35.6% |
| 3Y | +699.7% | +82.4% | +617.3% | +443.0% |
| 5Y | +27.4% | +94.7% | -67.3% | -17.4% |
| All | +340.7% | +184.0% | +156.8% | +123.3% |
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