+703.5%
PH vs SIMO
+409.2%
+294.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | +2.1% | -16.0% | +18.2% | +5.5% |
| 30D | +0.3% | -35.8% | +36.0% | +8.4% |
| 3M | -8.8% | -26.5% | +17.7% | -5.0% |
| 6M | +10.0% | -33.0% | +43.1% | +13.9% |
| YTD | +10.5% | +84.3% | -73.9% | -13.6% |
| 1Y | +15.5% | +82.0% | -66.5% | -9.6% |
| 3Y | +136.4% | +218.5% | -82.1% | +54.4% |
| 5Y | +213.6% | +175.0% | +38.6% | +100.1% |
| All | +703.5% | +409.2% | +294.3% | +284.5% |
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