+559.6%
PBR vs SIMO
+2,312.3%
-1,752.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +2.1% |
| 7D | -3.7% | +14.9% | -18.6% | -6.8% |
| 30D | -29.0% | -27.0% | -2.0% | -25.1% |
| 3M | +4.9% | -25.4% | +30.3% | +8.5% |
| 6M | -8.4% | -30.3% | +21.8% | -6.9% |
| YTD | +59.4% | +95.8% | -36.4% | +21.9% |
| 1Y | +45.5% | +100.0% | -54.5% | +10.5% |
| 3Y | +67.4% | +238.3% | -170.9% | +7.2% |
| 5Y | +453.0% | +187.6% | +265.4% | +248.7% |
| 10Y | +555.9% | +422.5% | +133.4% | +234.2% |
| All | +559.6% | +2,312.3% | -1,752.7% | +47.4% |
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