+523.4%
PBR vs SIMO
+395.4%
+128.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | -13.3% | -16.0% | +2.7% | -10.9% |
| 30D | -27.7% | -35.8% | +8.0% | -23.1% |
| 3M | +2.7% | -26.5% | +29.1% | +5.6% |
| 6M | -6.7% | -33.0% | +26.3% | -5.0% |
| YTD | +60.9% | +84.3% | -23.4% | +27.9% |
| 1Y | +46.6% | +82.0% | -35.4% | +16.6% |
| 3Y | +69.1% | +218.5% | -149.4% | +12.2% |
| 5Y | +469.6% | +175.0% | +294.6% | +265.7% |
| 10Y | +523.4% | +407.5% | +115.9% | +175.8% |
| All | +523.4% | +395.4% | +128.0% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling