+4.0%
PEP vs SIMO
+195.0%
-190.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.4% | +0.5% |
| 7D | +1.1% | +0.9% | +0.1% | +1.2% |
| 30D | +13.6% | -25.4% | +39.0% | +12.9% |
| 3M | +5.1% | -17.8% | +22.9% | +4.8% |
| 6M | -1.6% | -29.6% | +27.9% | -2.2% |
| YTD | +3.3% | +100.3% | -97.0% | +2.4% |
| 1Y | +3.2% | +100.4% | -97.1% | +2.3% |
| 3Y | -3.9% | +246.1% | -250.0% | -6.1% |
| 5Y | +4.0% | +189.8% | -185.8% | +1.3% |
| All | +4.0% | +195.0% | -190.9% | +1.3% |
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