+99.9%
PBR vs SIMO
+462.5%
-362.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.6% | +3.2% |
| 7D | +2.5% | +14.6% | -12.1% | +1.6% |
| 30D | +19.4% | +6.2% | +13.2% | +18.7% |
| 3M | +20.8% | +3.6% | +17.2% | +19.6% |
| 6M | +23.5% | +130.8% | -107.3% | +13.0% |
| YTD | +83.4% | +195.8% | -112.4% | +62.0% |
| 1Y | +77.6% | +225.0% | -147.4% | +53.9% |
| 3Y | +99.9% | +452.3% | -352.5% | +51.6% |
| All | +99.9% | +462.5% | -362.7% | +51.6% |
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