+106.6%
PCAR vs SIMO
+154.7%
-48.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -2.7% |
| 7D | +0.1% | -22.0% | +22.1% | +1.7% |
| 30D | -4.6% | -43.0% | +38.5% | -0.9% |
| 3M | -22.6% | -39.1% | +16.6% | -20.4% |
| 6M | -12.0% | -33.3% | +21.3% | -11.2% |
| YTD | -6.1% | +77.0% | -83.1% | -16.8% |
| 1Y | +6.3% | +73.0% | -66.7% | -5.6% |
| 3Y | +31.8% | +215.7% | -183.9% | +6.7% |
| All | +106.6% | +154.7% | -48.0% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling