-76.0%
PCG vs SIMO
+394.4%
-470.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.8% | +2.8% |
| 7D | +2.2% | +4.1% | -2.0% | +1.6% |
| 30D | +0.8% | -24.0% | +24.7% | +3.4% |
| 3M | -23.8% | -31.8% | +8.0% | -21.4% |
| 6M | -19.6% | -36.9% | +17.3% | -17.8% |
| YTD | -16.7% | +84.8% | -101.6% | -29.9% |
| 1Y | -19.4% | +99.0% | -118.4% | -33.1% |
| 3Y | -18.3% | +217.9% | -236.2% | -39.9% |
| 5Y | +10.4% | +171.5% | -161.1% | -20.6% |
| All | -76.0% | +394.4% | -470.4% | -87.2% |
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