+234.7%
PM vs SIMO
+434.7%
-200.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.1% | -2.6% |
| 7D | -7.3% | -8.5% | +1.2% | -7.1% |
| 30D | -4.0% | -34.8% | +30.8% | -3.0% |
| 3M | +2.7% | -32.8% | +35.6% | +3.5% |
| 6M | +14.9% | -32.0% | +46.9% | +14.7% |
| YTD | +23.5% | +87.0% | -63.5% | +14.2% |
| 1Y | +30.4% | +86.1% | -55.7% | +20.5% |
| 3Y | +143.2% | +226.4% | -83.2% | +109.6% |
| 5Y | +159.5% | +172.1% | -12.7% | +121.5% |
| 10Y | +234.7% | +408.0% | -173.4% | +146.0% |
| All | +234.7% | +434.7% | -200.0% | +146.0% |
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