-10.5%
PCG vs SIMO
+418.6%
-429.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.7% | -6.3% | +2.2% |
| 7D | -13.9% | +4.2% | -18.1% | -14.0% |
| 30D | -16.9% | +4.1% | -20.9% | -17.1% |
| 3M | -14.7% | -12.9% | -1.9% | -14.8% |
| 6M | -23.8% | +110.3% | -134.2% | -27.7% |
| YTD | -10.5% | +178.6% | -189.1% | -17.1% |
| 1Y | -5.1% | +220.0% | -225.1% | -13.6% |
| All | -10.5% | +418.6% | -429.1% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling