+25.2%
PBR vs SIMO
+112.6%
-87.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -2.0% |
| 7D | +8.6% | +4.2% | +4.3% | +8.5% |
| 30D | +12.8% | +4.1% | +8.7% | +12.7% |
| 3M | +14.7% | -12.9% | +27.5% | +14.4% |
| 6M | +25.2% | +110.3% | -85.2% | +32.2% |
| All | +25.2% | +112.6% | -87.4% | +32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling