+250.9%
PM vs SIMO
+395.4%
-144.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -6.6% | -16.0% | +9.4% | -6.2% |
| 30D | -3.4% | -35.8% | +32.3% | -2.4% |
| 3M | +5.3% | -26.5% | +31.8% | +5.7% |
| 6M | +15.5% | -33.0% | +48.5% | +15.4% |
| YTD | +24.3% | +84.3% | -60.1% | +15.0% |
| 1Y | +29.7% | +82.0% | -52.3% | +20.0% |
| 3Y | +144.9% | +218.5% | -73.6% | +111.5% |
| 5Y | +159.0% | +175.0% | -16.0% | +120.6% |
| 10Y | +250.9% | +407.5% | -156.6% | +160.7% |
| All | +250.9% | +395.4% | -144.5% | +160.7% |
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