+571.7%
SMTC vs PFGC
+63.1%
+508.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.9% | +11.8% | +10.8% |
| 7D | +22.9% | -2.4% | +25.4% | +24.2% |
| 30D | +16.6% | -15.8% | +32.4% | +26.1% |
| 3M | +2.4% | -0.6% | +3.0% | -0.2% |
| 6M | +98.3% | +10.7% | +87.6% | +79.3% |
| YTD | +120.7% | +7.6% | +113.0% | +100.9% |
| 1Y | +168.3% | -7.8% | +176.1% | +170.2% |
| 3Y | +571.7% | +63.7% | +508.0% | +345.2% |
| All | +571.7% | +63.1% | +508.6% | +345.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling