+10.2%
PCG vs SIMO
+169.9%
-159.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +1.1% |
| 7D | -1.1% | -8.5% | +7.4% | -0.8% |
| 30D | +0.1% | -34.8% | +34.9% | +1.6% |
| 3M | -24.4% | -32.8% | +8.4% | -23.5% |
| 6M | -17.7% | -32.0% | +14.4% | -17.3% |
| YTD | -17.4% | +87.0% | -104.4% | -22.7% |
| 1Y | -19.4% | +86.1% | -105.5% | -24.6% |
| 3Y | -18.6% | +226.4% | -245.0% | -28.2% |
| 5Y | +10.2% | +172.1% | -161.9% | -2.3% |
| All | +10.2% | +169.9% | -159.7% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling