+293.0%
PCAR vs SIMO
+436.4%
-143.4%
-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% | -8.2% | +11.1% | +3.6% |
| 30D | -2.1% | -34.6% | +32.5% | +2.3% |
| 3M | -20.4% | -32.6% | +12.3% | -17.8% |
| 6M | -7.0% | -31.8% | +24.8% | -5.7% |
| YTD | -2.6% | +87.6% | -90.3% | -18.2% |
| 1Y | +9.8% | +86.7% | -76.9% | -7.8% |
| 3Y | +37.3% | +227.4% | -190.2% | +1.9% |
| 5Y | +116.4% | +173.0% | -56.6% | +59.3% |
| 10Y | +293.0% | +409.6% | -116.7% | +137.4% |
| All | +293.0% | +436.4% | -143.4% | +137.4% |
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 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