+571.7%
SMTC vs PFG
+71.3%
+500.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.4% | +11.4% | +10.9% |
| 7D | +22.9% | +6.0% | +17.0% | +17.4% |
| 30D | +16.6% | +2.2% | +14.4% | +14.3% |
| 3M | +2.4% | +10.4% | -8.0% | -6.6% |
| 6M | +98.3% | +27.8% | +70.5% | +59.6% |
| YTD | +120.7% | +33.6% | +87.0% | +70.3% |
| 1Y | +168.3% | +49.3% | +119.0% | +87.5% |
| 3Y | +571.7% | +69.7% | +502.0% | +270.6% |
| All | +571.7% | +71.3% | +500.4% | +270.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling