-42.6%
PCG vs SIMO
+1,993.5%
-2,036.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.4% | +13.1% | -0.1% |
| 7D | 0.0% | -31.4% | +31.4% | +2.8% |
| 30D | +5.8% | -45.2% | +51.0% | +10.5% |
| 3M | -22.8% | -36.5% | +13.7% | -20.7% |
| 6M | -18.4% | -34.2% | +15.8% | -17.4% |
| YTD | -16.9% | +69.9% | -86.8% | -23.5% |
| 1Y | -17.6% | +60.4% | -78.0% | -23.9% |
| 3Y | -20.0% | +203.1% | -223.1% | -31.2% |
| 5Y | +16.0% | +145.4% | -129.4% | -0.2% |
| 10Y | -76.7% | +368.9% | -445.6% | -81.5% |
| All | -42.6% | +1,993.5% | -2,036.1% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling