+89.6%
PEP vs SIMO
+395.4%
-305.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.2% |
| 7D | +4.6% | -16.0% | +20.6% | +4.9% |
| 30D | +14.0% | -35.8% | +49.8% | +14.8% |
| 3M | +5.4% | -26.5% | +31.9% | +5.5% |
| 6M | -5.1% | -33.0% | +27.9% | -5.4% |
| YTD | +3.1% | +84.3% | -81.2% | -3.1% |
| 1Y | +4.8% | +82.0% | -77.2% | -1.5% |
| 3Y | -4.1% | +218.5% | -222.6% | -14.4% |
| 5Y | +3.0% | +175.0% | -172.1% | -8.9% |
| 10Y | +89.6% | +407.5% | -317.9% | +47.8% |
| All | +89.6% | +395.4% | -305.8% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling