+260.9%
PM vs SIMO
+453.3%
-192.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | +0.8% |
| 7D | -7.1% | +0.9% | -8.0% | -7.1% |
| 30D | -2.8% | -25.4% | +22.6% | -2.1% |
| 3M | +6.3% | -17.8% | +24.1% | +6.3% |
| 6M | +9.6% | -29.6% | +39.2% | +9.5% |
| YTD | +25.6% | +100.3% | -74.7% | +15.9% |
| 1Y | +29.7% | +100.4% | -70.7% | +19.5% |
| 3Y | +147.6% | +246.1% | -98.5% | +113.1% |
| 5Y | +160.1% | +189.8% | -29.7% | +121.8% |
| 10Y | +260.9% | +434.6% | -173.7% | +166.1% |
| All | +260.9% | +453.3% | -192.4% | +166.1% |
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