+111.0%
PBF vs SIMO
+94.5%
+16.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.6% | +2.9% | -5.9% |
| 7D | -0.9% | -16.9% | +16.0% | +0.3% |
| 30D | -13.7% | -35.4% | +21.7% | -11.3% |
| 3M | +10.6% | -31.9% | +42.5% | +13.3% |
| 6M | +61.2% | -19.3% | +80.5% | +62.5% |
| YTD | +172.7% | +98.5% | +74.2% | +173.1% |
| 1Y | +111.0% | +100.5% | +10.5% | +109.9% |
| All | +111.0% | +94.5% | +16.6% | +109.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling