+70.0%
PBR vs SIMO
+230.1%
-160.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.3% |
| 7D | -13.3% | -8.2% | -5.1% | -12.9% |
| 30D | -27.5% | -34.6% | +7.1% | -26.0% |
| 3M | +5.2% | -32.6% | +37.8% | +6.7% |
| 6M | -6.4% | -31.8% | +25.4% | -5.9% |
| YTD | +61.6% | +87.6% | -26.1% | +45.9% |
| 1Y | +48.9% | +86.7% | -37.8% | +34.4% |
| 3Y | +70.0% | +227.4% | -157.4% | +28.4% |
| All | +70.0% | +230.1% | -160.1% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling