+747.9%
PH vs SIMO
+379.7%
+368.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.0% |
| 7D | +2.0% | -22.0% | +24.0% | +6.6% |
| 30D | -3.7% | -43.0% | +39.4% | +6.6% |
| 3M | -14.0% | -39.1% | +25.1% | -7.2% |
| 6M | +2.1% | -33.3% | +35.4% | +5.6% |
| YTD | +5.1% | +77.0% | -71.9% | -17.2% |
| 1Y | +10.9% | +73.0% | -62.1% | -12.2% |
| 3Y | +132.9% | +215.7% | -82.8% | +52.2% |
| 5Y | +200.1% | +155.6% | +44.4% | +95.0% |
| All | +747.9% | +379.7% | +368.2% | +311.3% |
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