+3.3%
PEP vs SIMO
+144.5%
-141.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.6% | -0.3% |
| 7D | +6.7% | -31.4% | +38.1% | +5.5% |
| 30D | +13.5% | -45.2% | +58.7% | +11.8% |
| 3M | +3.9% | -36.5% | +40.4% | +2.9% |
| 6M | -6.0% | -34.2% | +28.2% | -7.1% |
| YTD | +2.5% | +69.9% | -67.4% | +1.0% |
| 1Y | +3.9% | +60.4% | -56.5% | +2.5% |
| 3Y | -4.7% | +203.1% | -207.8% | -7.3% |
| All | +3.3% | +144.5% | -141.2% | +0.3% |
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