+334.1%
PBF vs SIMO
+515.6%
-181.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.2% | -2.9% | +1.8% |
| 7D | +2.4% | +14.6% | -12.2% | -1.1% |
| 30D | +24.9% | +6.2% | +18.7% | +22.0% |
| 3M | +81.9% | +3.6% | +78.3% | +75.0% |
| 6M | +79.4% | +130.8% | -51.4% | +32.6% |
| YTD | +188.3% | +195.8% | -7.5% | +93.7% |
| 1Y | +177.3% | +225.0% | -47.8% | +79.2% |
| 3Y | +56.0% | +452.3% | -396.3% | -18.7% |
| 5Y | +804.0% | +303.6% | +500.4% | +386.1% |
| 10Y | +334.1% | +528.8% | -194.7% | +74.0% |
| All | +334.1% | +515.6% | -181.5% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling