+69.5%
SMTC vs PFGC
+15.6%
+54.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -3.8% |
| 7D | +11.0% | +3.4% | +7.6% | +11.7% |
| 30D | -28.5% | +16.9% | -45.4% | -25.8% |
| 3M | -14.2% | +6.4% | -20.6% | -11.2% |
| 6M | -18.0% | +16.0% | -34.0% | -18.5% |
| YTD | +55.5% | +23.6% | +31.9% | +54.4% |
| 1Y | +69.5% | +16.6% | +52.9% | +65.3% |
| All | +69.5% | +15.6% | +54.0% | +65.3% |
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