+389.1%
PEP vs SIMO
+1,993.5%
-1,604.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.6% | +0.8% |
| 7D | +6.7% | -31.4% | +38.1% | +8.1% |
| 30D | +13.5% | -45.2% | +58.7% | +15.9% |
| 3M | +3.9% | -36.5% | +40.4% | +5.2% |
| 6M | -6.0% | -34.2% | +28.2% | -5.8% |
| YTD | +2.5% | +69.9% | -67.4% | -3.1% |
| 1Y | +3.9% | +60.4% | -56.5% | -1.4% |
| 3Y | -4.7% | +203.1% | -207.8% | -13.7% |
| 5Y | +1.1% | +145.4% | -144.3% | -8.5% |
| 10Y | +83.8% | +368.9% | -285.0% | +56.5% |
| All | +389.1% | +1,993.5% | -1,604.4% | +237.7% |
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