+633.2%
PBR vs SIMO
+3,332.4%
-2,699.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -3.8% |
| 7D | +8.6% | +4.2% | +4.3% | +7.4% |
| 30D | +12.8% | +4.1% | +8.7% | +10.8% |
| 3M | +14.7% | -12.9% | +27.5% | +14.7% |
| 6M | +25.2% | +110.3% | -85.2% | -1.7% |
| YTD | +77.1% | +178.6% | -101.4% | +28.5% |
| 1Y | +69.6% | +220.0% | -150.4% | +17.9% |
| 3Y | +95.6% | +409.0% | -313.5% | +17.0% |
| 5Y | +501.8% | +277.3% | +224.4% | +267.3% |
| 10Y | +640.6% | +506.6% | +134.0% | +274.4% |
| All | +633.2% | +3,332.4% | -2,699.2% | +55.4% |
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 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