+17.0%
PG vs SIMO
+94.5%
-77.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.6% | +12.8% | +2.6% |
| 7D | +5.7% | -16.9% | +22.6% | +4.5% |
| 30D | +15.4% | -35.4% | +50.8% | +12.8% |
| 3M | +13.8% | -31.9% | +45.7% | +11.9% |
| 6M | +18.3% | -19.3% | +37.6% | +17.3% |
| YTD | +20.1% | +98.5% | -78.3% | +28.4% |
| 1Y | +17.0% | +100.5% | -83.5% | +25.7% |
| All | +17.0% | +94.5% | -77.5% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling