+63.3%
PBF vs SIMO
+214.6%
-151.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -2.2% |
| 7D | -13.8% | -22.0% | +8.2% | -10.8% |
| 30D | -19.6% | -43.0% | +23.4% | -13.7% |
| 3M | +10.3% | -39.1% | +49.4% | +16.7% |
| 6M | +63.4% | -33.3% | +96.7% | +67.3% |
| YTD | +152.6% | +77.0% | +75.7% | +108.8% |
| 1Y | +87.4% | +73.0% | +14.3% | +55.7% |
| 3Y | +63.3% | +215.7% | -152.5% | +5.2% |
| All | +63.3% | +214.6% | -151.3% | +5.2% |
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