+371.7%
PEP vs SIMO
+3,332.4%
-2,960.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -1.0% |
| 7D | -1.4% | +4.2% | -5.6% | -1.6% |
| 30D | +0.2% | +4.1% | -3.9% | -0.1% |
| 3M | -1.1% | -12.9% | +11.8% | -1.2% |
| 6M | -13.5% | +110.3% | -123.8% | -18.0% |
| YTD | -1.2% | +178.6% | -179.8% | -7.9% |
| 1Y | -1.6% | +220.0% | -221.5% | -9.2% |
| 3Y | -12.5% | +409.0% | -421.6% | -22.1% |
| 5Y | +3.0% | +277.3% | -274.3% | -7.8% |
| 10Y | +73.9% | +506.6% | -432.7% | +47.5% |
| All | +371.7% | +3,332.4% | -2,960.6% | +220.8% |
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 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