+232.4%
PM vs SIMO
+379.7%
-147.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -1.9% |
| 7D | -5.2% | -22.0% | +16.8% | -4.6% |
| 30D | +2.7% | -43.0% | +45.7% | +4.2% |
| 3M | +6.1% | -39.1% | +45.3% | +7.2% |
| 6M | +18.0% | -33.3% | +51.3% | +17.8% |
| YTD | +26.6% | +77.0% | -50.4% | +17.2% |
| 1Y | +36.7% | +73.0% | -36.3% | +26.7% |
| 3Y | +146.0% | +215.7% | -69.7% | +112.0% |
| 5Y | +164.1% | +155.6% | +8.5% | +126.1% |
| All | +232.4% | +379.7% | -147.3% | +145.4% |
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 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