+69.6%
PBR vs SIMO
+226.2%
-156.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -2.0% |
| 7D | +8.6% | +4.2% | +4.3% | +8.5% |
| 30D | +12.8% | +4.1% | +8.7% | +12.7% |
| 3M | +14.7% | -12.9% | +27.5% | +14.5% |
| 6M | +25.2% | +110.3% | -85.2% | +23.7% |
| YTD | +77.1% | +178.6% | -101.4% | +74.6% |
| 1Y | +69.6% | +220.0% | -150.4% | +74.0% |
| All | +69.6% | +226.2% | -156.7% | +74.0% |
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