+144.9%
PM vs SIMO
+220.9%
-76.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.5% |
| 7D | -6.6% | -16.0% | +9.4% | -7.4% |
| 30D | -3.4% | -35.8% | +32.3% | -5.4% |
| 3M | +5.3% | -26.5% | +31.8% | +4.1% |
| 6M | +15.5% | -33.0% | +48.5% | +14.1% |
| YTD | +24.3% | +84.3% | -60.1% | +25.8% |
| 1Y | +29.7% | +82.0% | -52.3% | +31.3% |
| 3Y | +144.9% | +218.5% | -73.6% | +130.1% |
| All | +144.9% | +220.9% | -76.0% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling