+71.1%
PBR vs SIMO
+235.5%
-164.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +0.3% | +14.5% | -14.2% | +0.1% |
| 30D | +17.5% | +20.4% | -2.9% | +17.1% |
| 3M | +20.9% | +7.1% | +13.8% | +20.5% |
| 6M | +20.2% | +129.2% | -109.0% | +18.4% |
| YTD | +84.3% | +201.9% | -117.7% | +80.7% |
| All | +71.1% | +235.5% | -164.4% | +69.1% |
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