+6.3%
PCAR vs SIMO
+67.0%
-60.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -2.5% |
| 7D | +0.1% | -22.0% | +22.1% | +0.4% |
| 30D | -4.6% | -43.0% | +38.5% | -3.6% |
| 3M | -22.6% | -39.1% | +16.6% | -22.0% |
| 6M | -12.0% | -33.3% | +21.3% | -11.6% |
| YTD | -6.1% | +77.0% | -83.1% | -12.5% |
| 1Y | +6.3% | +73.0% | -66.7% | -0.3% |
| All | +6.3% | +67.0% | -60.6% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling