+157.8%
SMTC vs PFGC
-9.2%
+167.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.9% |
| 7D | +17.5% | -4.8% | +22.4% | +17.6% |
| 30D | +21.3% | -17.2% | +38.5% | +22.1% |
| 3M | +3.1% | -6.3% | +9.5% | +0.9% |
| 6M | +81.7% | +8.8% | +72.9% | +68.6% |
| YTD | +115.9% | +4.9% | +111.0% | +105.8% |
| 1Y | +157.8% | -9.5% | +167.3% | +140.4% |
| All | +157.8% | -9.2% | +167.1% | +140.4% |
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