+69,284.5%
SMTC vs PNR
+3,553.7%
+65,730.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.6% | +12.6% | +11.2% |
| 7D | +22.9% | -3.0% | +26.0% | +24.6% |
| 30D | +16.6% | -14.9% | +31.5% | +25.4% |
| 3M | +2.4% | -19.0% | +21.4% | +11.3% |
| 6M | +98.3% | -35.9% | +134.2% | +141.6% |
| YTD | +120.7% | -43.1% | +163.8% | +183.2% |
| 1Y | +168.3% | -46.4% | +214.6% | +254.0% |
| 3Y | +571.7% | -10.8% | +582.5% | +614.2% |
| 5Y | +114.0% | -18.9% | +132.9% | +136.5% |
| 10Y | +497.0% | +64.4% | +432.6% | +379.7% |
| All | +69,284.5% | +3,553.7% | +65,730.8% | +20,828.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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