+114.7%
SMTC vs PFGC
+105.5%
+9.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.3% |
| 7D | +17.5% | -4.8% | +22.4% | +20.3% |
| 30D | +21.3% | -17.2% | +38.5% | +32.5% |
| 3M | +3.1% | -6.3% | +9.5% | +4.6% |
| 6M | +81.7% | +8.8% | +72.9% | +68.7% |
| YTD | +115.9% | +4.9% | +111.0% | +102.8% |
| 1Y | +157.8% | -9.5% | +167.3% | +161.8% |
| 3Y | +557.3% | +59.6% | +497.7% | +385.5% |
| 5Y | +114.7% | +113.5% | +1.2% | +37.2% |
| All | +114.7% | +105.5% | +9.2% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling