+324.5%
SMTC vs PFG
+1,015.3%
-690.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.5% | +10.8% | +9.8% |
| 7D | +12.7% | +5.5% | +7.2% | +10.3% |
| 30D | +22.0% | +2.4% | +19.6% | +20.7% |
| 3M | -12.7% | +13.6% | -26.3% | -17.5% |
| 6M | +64.8% | +27.9% | +36.9% | +49.0% |
| YTD | +100.7% | +35.6% | +65.1% | +77.3% |
| 1Y | +146.9% | +48.5% | +98.4% | +110.6% |
| 3Y | +456.8% | +66.9% | +389.9% | +358.2% |
| 5Y | +89.2% | +111.0% | -21.7% | +42.7% |
| 10Y | +426.9% | +244.5% | +182.4% | +227.3% |
| All | +324.5% | +1,015.3% | -690.8% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling