+116.1%
PG vs SIMO
+605.2%
-489.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.2% | -5.6% | +1.5% |
| 7D | -0.8% | +11.0% | -11.8% | -1.0% |
| 30D | +0.8% | +17.9% | -17.1% | +0.5% |
| 3M | -1.3% | +3.9% | -5.2% | -1.7% |
| 6M | -3.8% | +131.0% | -134.9% | -7.0% |
| YTD | +3.6% | +209.3% | -205.7% | -1.2% |
| 1Y | -5.7% | +223.8% | -229.5% | -10.4% |
| 3Y | +1.6% | +479.2% | -477.6% | -7.3% |
| 5Y | +14.6% | +316.0% | -301.4% | +5.3% |
| All | +116.1% | +605.2% | -489.0% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling