+44.9%
PBR vs SIMO
+102.2%
-57.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +1.6% |
| 7D | -3.7% | +14.9% | -18.6% | -4.0% |
| 30D | -29.0% | -27.0% | -2.0% | -28.8% |
| 3M | +4.9% | -25.4% | +30.3% | +5.1% |
| 6M | -8.4% | -30.3% | +21.8% | -8.1% |
| YTD | +59.4% | +95.8% | -36.4% | +60.3% |
| All | +44.9% | +102.2% | -57.3% | +44.7% |
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