+225.7%
SMTC vs PFG
+1,008.7%
-782.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | -10.9% | +3.0% | -13.9% | -11.9% |
| 30D | -39.4% | +8.2% | -47.6% | -41.3% |
| 3M | -13.5% | +2.7% | -16.2% | -14.8% |
| 6M | -6.8% | +17.2% | -24.0% | -13.3% |
| YTD | +54.0% | +34.8% | +19.3% | +35.9% |
| 1Y | +50.8% | +43.6% | +7.2% | +29.9% |
| 3Y | +677.3% | +85.4% | +591.9% | +512.2% |
| 5Y | +28.7% | +102.2% | -73.4% | -1.6% |
| 10Y | +339.9% | +190.2% | +149.7% | +187.8% |
| All | +225.7% | +1,008.7% | -782.9% | -15.8% |
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