+486.2%
PG vs SIMO
+2,177.2%
-1,691.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.3% |
| 7D | +2.7% | +4.1% | -1.5% | +2.5% |
| 30D | +9.2% | -24.0% | +33.2% | +10.0% |
| 3M | +18.5% | -31.8% | +50.2% | +19.6% |
| 6M | +21.1% | -36.9% | +57.9% | +21.8% |
| YTD | +21.9% | +84.8% | -62.9% | +15.3% |
| 1Y | +18.1% | +99.0% | -80.9% | +11.2% |
| 3Y | +20.6% | +217.9% | -197.4% | +9.5% |
| 5Y | +31.8% | +171.5% | -139.7% | +19.3% |
| 10Y | +166.5% | +393.3% | -226.8% | +127.5% |
| All | +486.2% | +2,177.2% | -1,691.1% | +305.7% |
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