+70.4%
PCAR vs SIMO
+418.6%
-348.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -0.7% |
| 7D | -0.5% | +4.2% | -4.7% | -0.9% |
| 30D | -6.2% | +4.1% | -10.3% | -6.8% |
| 3M | +5.9% | -12.9% | +18.8% | +6.3% |
| 6M | +0.4% | +110.3% | -109.9% | -11.4% |
| YTD | +14.8% | +178.6% | -163.7% | -4.9% |
| 1Y | +30.1% | +220.0% | -189.9% | +4.2% |
| All | +70.4% | +418.6% | -348.1% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling