Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PCG vs SIMO✓SelectedUSD · SIMOPCG vs SIMO performance historyLatest closeAs of+2.44%09/04
Stock and ETF performance explorer

PCG vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-38.3%
SIMO return
+3,332.4%
Excess return
-3,370.6%
Maximum drawdown
-94.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D+2.4%+8.7%-6.3%+1.7%
7D-13.9%+4.2%-18.1%-14.2%
30D-16.9%+4.1%-20.9%-17.4%
3M-14.7%-12.9%-1.9%-14.8%
6M-23.8%+110.3%-134.2%-30.1%
YTD-10.5%+178.6%-189.1%-20.3%
1Y-5.1%+220.0%-225.1%-16.8%
3Y-11.6%+409.0%-420.6%-26.6%
5Y+59.0%+277.3%-218.3%+33.1%
10Y-75.7%+506.6%-582.4%-81.1%
All-38.3%+3,332.4%-3,370.6%-61.4%

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