+800.1%
PH vs SIMO
+514.4%
+285.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | -1.9% |
| 7D | -3.1% | +4.2% | -7.3% | -4.0% |
| 30D | -3.2% | +4.1% | -7.3% | -4.5% |
| 3M | +10.6% | -12.9% | +23.5% | +11.0% |
| 6M | -2.1% | +110.3% | -112.5% | -21.7% |
| YTD | +10.2% | +178.6% | -168.4% | -18.9% |
| 1Y | +28.2% | +220.0% | -191.8% | -9.8% |
| 3Y | +134.9% | +409.0% | -274.2% | +42.9% |
| 5Y | +253.6% | +277.3% | -23.7% | +119.3% |
| All | +800.1% | +514.4% | +285.7% | +342.7% |
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 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