+12.8%
PG vs SIMO
+287.2%
-274.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.1% |
| 7D | -2.7% | +12.5% | -15.2% | -2.4% |
| 30D | -1.5% | +18.4% | -20.0% | -1.2% |
| 3M | -3.4% | +5.6% | -9.0% | -3.2% |
| 6M | -7.0% | +116.9% | -123.9% | -6.6% |
| YTD | +2.0% | +188.4% | -186.4% | +2.4% |
| 1Y | -6.5% | +221.3% | -227.7% | -6.2% |
| 3Y | +1.2% | +438.6% | -437.4% | 0.0% |
| 5Y | +12.8% | +287.9% | -275.1% | +12.7% |
| All | +12.8% | +287.2% | -274.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling