+113.3%
PCAR vs SIMO
+171.3%
-58.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | +3.8% | -16.0% | +19.8% | +5.0% |
| 30D | -2.0% | -35.8% | +33.8% | +0.9% |
| 3M | -19.1% | -26.5% | +7.4% | -18.1% |
| 6M | -6.8% | -33.0% | +26.2% | -5.9% |
| YTD | -2.5% | +84.3% | -86.8% | -13.9% |
| 1Y | +9.7% | +82.0% | -72.3% | -3.1% |
| 3Y | +34.0% | +218.5% | -184.5% | +8.3% |
| 5Y | +113.3% | +175.0% | -61.7% | +70.5% |
| All | +113.3% | +171.3% | -58.0% | +70.5% |
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