-77.6%
PCG vs SIMO
+379.7%
-457.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.1% | -2.5% |
| 7D | -1.6% | -22.0% | +20.4% | +1.0% |
| 30D | +1.4% | -43.0% | +44.5% | +7.7% |
| 3M | -23.4% | -39.1% | +15.7% | -19.9% |
| 6M | -19.4% | -33.3% | +13.9% | -18.3% |
| YTD | -18.5% | +77.0% | -95.5% | -30.9% |
| 1Y | -19.5% | +73.0% | -92.5% | -31.6% |
| 3Y | -21.0% | +215.7% | -236.7% | -41.9% |
| 5Y | +13.7% | +155.6% | -141.9% | -17.3% |
| All | -77.6% | +379.7% | -457.3% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling