+73.6%
PAAS vs SIMO
+170.7%
-97.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.2% |
| 7D | +8.8% | -8.2% | +17.0% | +9.5% |
| 30D | -8.5% | -34.6% | +26.2% | -4.2% |
| 3M | -17.0% | -32.6% | +15.6% | -14.0% |
| 6M | -27.9% | -31.8% | +3.9% | -26.4% |
| YTD | -17.5% | +87.6% | -105.1% | -28.8% |
| 1Y | +22.8% | +86.7% | -63.8% | +5.9% |
| 3Y | +224.2% | +227.4% | -3.2% | +151.7% |
| 5Y | +73.6% | +173.0% | -99.4% | +32.9% |
| All | +73.6% | +170.7% | -97.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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