+1,159.7%
PCAR vs SIMO
+3,332.4%
-2,172.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.3% |
| 7D | -0.5% | +4.2% | -4.7% | -1.3% |
| 30D | -6.2% | +4.1% | -10.3% | -7.4% |
| 3M | +5.9% | -12.9% | +18.8% | +6.1% |
| 6M | +0.4% | +110.3% | -109.9% | -16.5% |
| YTD | +14.8% | +178.6% | -163.7% | -10.1% |
| 1Y | +30.1% | +220.0% | -189.9% | -1.3% |
| 3Y | +66.7% | +409.0% | -342.4% | +13.3% |
| 5Y | +166.1% | +277.3% | -111.2% | +83.5% |
| 10Y | +353.7% | +506.6% | -152.9% | +167.6% |
| All | +1,159.7% | +3,332.4% | -2,172.7% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling