+530.1%
SMTC vs PFGC
+292.9%
+237.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +13.1% | -4.8% | +17.8% | +14.8% |
| 30D | +19.5% | -12.5% | +32.0% | +24.6% |
| 3M | +2.2% | -9.7% | +12.0% | +4.7% |
| 6M | +94.9% | +7.0% | +87.9% | +88.1% |
| YTD | +127.0% | +4.5% | +122.5% | +120.0% |
| 1Y | +174.6% | -11.6% | +186.2% | +180.5% |
| 3Y | +615.9% | +58.5% | +557.4% | +507.5% |
| 5Y | +125.6% | +112.6% | +13.0% | +73.8% |
| All | +530.1% | +292.9% | +237.3% | +315.7% |
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