+80.3%
PEP vs SIMO
+434.7%
-354.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.3% |
| 7D | +1.0% | -8.5% | +9.5% | +1.1% |
| 30D | +12.6% | -34.8% | +47.5% | +13.4% |
| 3M | +3.1% | -32.8% | +36.0% | +3.6% |
| 6M | -6.3% | -32.0% | +25.7% | -6.6% |
| YTD | +1.9% | +87.0% | -85.2% | -4.3% |
| 1Y | +3.3% | +86.1% | -82.8% | -3.0% |
| 3Y | -4.8% | +226.4% | -231.3% | -15.2% |
| 5Y | +2.0% | +172.1% | -170.1% | -9.5% |
| 10Y | +80.3% | +408.0% | -327.7% | +39.2% |
| All | +80.3% | +434.7% | -354.4% | +39.2% |
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 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