+879.4%
SMTC vs PFGC
+419.1%
+460.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.7% | +9.4% |
| 7D | +12.7% | -2.2% | +14.9% | +13.5% |
| 30D | +22.0% | -11.9% | +33.9% | +26.9% |
| 3M | -12.7% | +5.0% | -17.7% | -15.0% |
| 6M | +64.8% | +8.6% | +56.2% | +58.5% |
| YTD | +100.7% | +9.7% | +91.0% | +91.7% |
| 1Y | +146.9% | -6.3% | +153.2% | +147.6% |
| 3Y | +456.8% | +58.2% | +398.6% | +372.8% |
| 5Y | +89.2% | +110.4% | -21.2% | +45.8% |
| 10Y | +426.9% | +272.8% | +154.1% | +232.3% |
| All | +879.4% | +419.1% | +460.3% | +454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling