-76.0%
PCG vs SIMO
+502.1%
-578.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.7% | -6.3% | +1.4% |
| 7D | -13.9% | +4.2% | -18.1% | -14.4% |
| 30D | -16.9% | +4.1% | -20.9% | -17.7% |
| 3M | -14.7% | -12.9% | -1.9% | -14.8% |
| 6M | -23.8% | +110.3% | -134.2% | -34.3% |
| YTD | -10.5% | +178.6% | -189.1% | -27.0% |
| 1Y | -5.1% | +220.0% | -225.1% | -25.0% |
| 3Y | -11.6% | +409.0% | -420.6% | -37.6% |
| 5Y | +59.0% | +277.3% | -218.3% | +13.5% |
| All | -76.0% | +502.1% | -578.1% | -87.1% |
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