+46.6%
PBR vs SIMO
+77.7%
-31.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.3% |
| 7D | -13.3% | -16.0% | +2.7% | -13.0% |
| 30D | -27.7% | -35.8% | +8.0% | -27.3% |
| 3M | +2.7% | -26.5% | +29.1% | +2.9% |
| 6M | -6.7% | -33.0% | +26.3% | -6.3% |
| YTD | +60.9% | +84.3% | -23.4% | +61.9% |
| 1Y | +46.6% | +82.0% | -35.4% | +47.3% |
| All | +46.6% | +77.7% | -31.1% | +47.3% |
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