+28.7%
SMTC vs PFGC
+122.2%
-93.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.2% |
| 7D | -10.9% | +15.0% | -25.9% | -17.3% |
| 30D | -39.4% | +17.0% | -56.4% | -44.7% |
| 3M | -13.5% | -2.5% | -11.1% | -13.9% |
| 6M | -6.8% | +19.2% | -26.0% | -18.3% |
| YTD | +54.0% | +23.4% | +30.6% | +31.2% |
| 1Y | +50.8% | +13.9% | +36.9% | +34.3% |
| 3Y | +677.3% | +82.0% | +595.3% | +423.1% |
| 5Y | +28.7% | +128.7% | -99.9% | -25.6% |
| All | +28.7% | +122.2% | -93.5% | -25.6% |
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 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