+420.4%
PBF vs SIMO
+170.3%
+250.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.0% | +1.3% |
| 7D | +6.5% | +4.1% | +2.3% | +5.8% |
| 30D | -20.0% | -24.0% | +4.0% | -17.3% |
| 3M | -3.3% | -31.8% | +28.4% | +0.9% |
| 6M | +76.8% | -36.9% | +113.7% | +83.0% |
| YTD | +168.9% | +84.8% | +84.1% | +125.9% |
| 1Y | +96.4% | +99.0% | -2.6% | +62.3% |
| 3Y | +77.2% | +217.9% | -140.7% | +28.8% |
| All | +420.4% | +170.3% | +250.1% | +271.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling