+568.7%
PBR vs SIMO
+2,211.6%
-1,643.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.2% |
| 7D | -13.3% | -8.2% | -5.1% | -11.9% |
| 30D | -27.5% | -34.6% | +7.1% | -21.5% |
| 3M | +5.2% | -32.6% | +37.8% | +11.1% |
| 6M | -6.4% | -31.8% | +25.4% | -4.2% |
| YTD | +61.6% | +87.6% | -26.1% | +24.9% |
| 1Y | +48.9% | +86.7% | -37.8% | +15.0% |
| 3Y | +70.0% | +227.4% | -157.4% | +9.8% |
| 5Y | +469.0% | +173.0% | +296.0% | +263.5% |
| 10Y | +471.6% | +409.6% | +62.0% | +193.0% |
| All | +568.7% | +2,211.6% | -1,643.0% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling