+87.4%
PBF vs SIMO
+67.0%
+20.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -2.0% |
| 7D | -13.8% | -22.0% | +8.2% | -12.0% |
| 30D | -19.6% | -43.0% | +23.4% | -16.3% |
| 3M | +10.3% | -39.1% | +49.4% | +14.1% |
| 6M | +63.4% | -33.3% | +96.7% | +66.4% |
| YTD | +152.6% | +77.0% | +75.7% | +150.3% |
| 1Y | +87.4% | +73.0% | +14.3% | +87.3% |
| All | +87.4% | +67.0% | +20.4% | +87.3% |
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