+737.3%
PH vs SIMO
+434.7%
+302.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +3.1% |
| 7D | +3.0% | -8.5% | +11.5% | +4.6% |
| 30D | -0.6% | -34.8% | +34.2% | +7.1% |
| 3M | -10.7% | -32.8% | +22.1% | -5.4% |
| 6M | +9.1% | -32.0% | +41.1% | +12.5% |
| YTD | +9.5% | +87.0% | -77.5% | -14.6% |
| 1Y | +14.0% | +86.1% | -72.0% | -11.1% |
| 3Y | +138.9% | +226.4% | -87.5% | +55.3% |
| 5Y | +209.1% | +172.1% | +37.0% | +98.3% |
| 10Y | +737.3% | +408.0% | +329.3% | +302.3% |
| All | +737.3% | +434.7% | +302.6% | +302.3% |
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