+293.0%
PCAR vs SIMO
+434.7%
-141.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +3.0% |
| 7D | +2.9% | -8.5% | +11.4% | +3.7% |
| 30D | -2.1% | -34.8% | +32.7% | +2.3% |
| 3M | -20.4% | -32.8% | +12.5% | -17.8% |
| 6M | -7.0% | -32.0% | +25.1% | -5.7% |
| YTD | -2.6% | +87.0% | -89.7% | -18.2% |
| 1Y | +9.8% | +86.1% | -76.3% | -7.8% |
| 3Y | +37.3% | +226.4% | -189.2% | +1.9% |
| 5Y | +116.4% | +172.1% | -55.7% | +59.4% |
| 10Y | +293.0% | +408.0% | -115.1% | +137.5% |
| All | +293.0% | +434.7% | -141.7% | +137.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling