+46.9%
PM vs SIMO
+94.5%
-47.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.6% | +11.2% | +0.8% |
| 7D | +4.3% | -16.9% | +21.1% | +2.9% |
| 30D | +11.5% | -35.4% | +46.8% | +8.1% |
| 3M | +13.0% | -31.9% | +44.9% | +10.6% |
| 6M | +25.9% | -19.3% | +45.2% | +25.1% |
| YTD | +34.0% | +98.5% | -64.5% | +45.0% |
| 1Y | +46.9% | +100.5% | -53.6% | +59.4% |
| All | +46.9% | +94.5% | -47.6% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling