+76.4%
PBF vs SIMO
+240.7%
-164.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.6% |
| 7D | +4.3% | +14.9% | -10.6% | +2.2% |
| 30D | -21.8% | -27.0% | +5.2% | -18.8% |
| 3M | +1.7% | -25.4% | +27.1% | +4.8% |
| 6M | +69.8% | -30.3% | +100.0% | +72.6% |
| YTD | +167.7% | +95.8% | +72.0% | +117.9% |
| 1Y | +89.0% | +100.0% | -11.1% | +52.7% |
| All | +76.4% | +240.7% | -164.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling