+66.6%
SMTC vs PFGC
+13.9%
+52.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.8% |
| 7D | +30.5% | +0.3% | +30.2% | +30.4% |
| 30D | -30.9% | +16.1% | -47.0% | -28.6% |
| 3M | -14.7% | +2.4% | -17.1% | -11.7% |
| 6M | -9.6% | +15.7% | -25.3% | -10.9% |
| YTD | +62.1% | +22.3% | +39.8% | +59.4% |
| 1Y | +66.6% | +13.9% | +52.7% | +61.6% |
| All | +66.6% | +13.9% | +52.7% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling