-0.3%
PG vs SIMO
+469.0%
-469.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -1.9% |
| 7D | -3.4% | +14.5% | -17.9% | -2.8% |
| 30D | -2.6% | +20.4% | -23.0% | -1.7% |
| 3M | -3.3% | +7.1% | -10.5% | -2.8% |
| 6M | -6.7% | +129.2% | -136.0% | -3.9% |
| YTD | +1.7% | +201.9% | -200.2% | +5.8% |
| 1Y | -7.9% | +235.5% | -243.4% | -4.0% |
| All | -0.3% | +469.0% | -469.2% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling