+330.8%
PBF vs SIMO
+2,718.2%
-2,387.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -3.2% |
| 7D | +4.3% | +4.2% | +0.1% | +3.2% |
| 30D | +22.0% | +4.1% | +17.9% | +19.8% |
| 3M | +74.5% | -12.9% | +87.4% | +75.0% |
| 6M | +67.7% | +110.3% | -42.7% | +32.6% |
| YTD | +179.2% | +178.6% | +0.6% | +102.4% |
| 1Y | +170.0% | +220.0% | -50.0% | +87.6% |
| 3Y | +66.4% | +409.0% | -342.7% | -0.7% |
| 5Y | +764.5% | +277.3% | +487.2% | +430.7% |
| 10Y | +358.5% | +506.6% | -148.1% | +129.0% |
| All | +330.8% | +2,718.2% | -2,387.4% | +74.7% |
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