-21.8%
PCG vs SIMO
+92.3%
-114.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -1.0% |
| 7D | -2.0% | +14.9% | -16.8% | -2.1% |
| 30D | -2.7% | -27.0% | +24.3% | -2.5% |
| 3M | -25.1% | -25.4% | +0.3% | -24.9% |
| 6M | -22.3% | -30.3% | +8.0% | -22.5% |
| YTD | -18.5% | +95.8% | -114.3% | -17.8% |
| 1Y | -21.8% | +100.0% | -121.9% | -21.6% |
| All | -21.8% | +92.3% | -114.1% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling