+256.9%
PAAS vs SIMO
+1,993.5%
-1,736.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.4% | +12.2% | +0.1% |
| 7D | -0.4% | -31.4% | +31.0% | +5.1% |
| 30D | -11.6% | -45.2% | +33.5% | -3.7% |
| 3M | -15.6% | -36.5% | +20.9% | -11.0% |
| 6M | -19.1% | -34.2% | +15.1% | -16.5% |
| YTD | -20.9% | +69.9% | -90.8% | -32.2% |
| 1Y | +21.3% | +60.4% | -39.1% | +5.0% |
| 3Y | +177.4% | +203.1% | -25.7% | +111.7% |
| 5Y | +71.3% | +145.4% | -74.1% | +30.6% |
| 10Y | +181.5% | +368.9% | -187.4% | +83.6% |
| All | +256.9% | +1,993.5% | -1,736.6% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling