+289.8%
PBF vs SIMO
+1,690.3%
-1,400.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -2.5% |
| 7D | -13.8% | -22.0% | +8.2% | -9.3% |
| 30D | -19.6% | -43.0% | +23.4% | -10.5% |
| 3M | +10.3% | -39.1% | +49.4% | +19.7% |
| 6M | +63.4% | -33.3% | +96.7% | +69.6% |
| YTD | +152.6% | +77.0% | +75.7% | +98.6% |
| 1Y | +87.4% | +73.0% | +14.3% | +48.1% |
| 3Y | +63.3% | +215.7% | -152.5% | +6.6% |
| 5Y | +412.5% | +155.6% | +256.8% | +235.3% |
| 10Y | +282.5% | +388.4% | -105.9% | +102.1% |
| All | +289.8% | +1,690.3% | -1,400.5% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling