+359.4%
SMTC vs PFGC
+346.1%
+13.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.3% |
| 7D | +30.5% | +0.3% | +30.2% | +30.4% |
| 30D | -30.9% | +16.1% | -47.0% | -35.0% |
| 3M | -14.7% | +2.4% | -17.1% | -16.5% |
| 6M | -9.6% | +15.7% | -25.3% | -16.0% |
| YTD | +62.1% | +22.3% | +39.8% | +47.5% |
| 1Y | +66.6% | +13.9% | +52.7% | +55.0% |
| 3Y | +718.1% | +80.3% | +637.8% | +557.5% |
| 5Y | +32.8% | +136.1% | -103.3% | -2.4% |
| All | +359.4% | +346.1% | +13.3% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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