+72.9%
PBR vs SIMO
+94.5%
-21.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -9.6% | +2.6% | -6.8% |
| 7D | -11.0% | -16.9% | +5.9% | -10.8% |
| 30D | -18.8% | -35.4% | +16.6% | -18.4% |
| 3M | +7.8% | -31.9% | +39.7% | +8.2% |
| 6M | -7.6% | -19.3% | +11.7% | -7.5% |
| YTD | +72.7% | +98.5% | -25.8% | +72.8% |
| 1Y | +72.9% | +100.5% | -27.6% | +72.7% |
| All | +72.9% | +94.5% | -21.5% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling