+143.9%
PM vs SIMO
+214.6%
-70.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -1.6% |
| 7D | -5.2% | -22.0% | +16.8% | -6.3% |
| 30D | +2.7% | -43.0% | +45.7% | 0.0% |
| 3M | +5.2% | -39.1% | +44.4% | +3.1% |
| 6M | +17.0% | -33.3% | +50.3% | +15.4% |
| YTD | +25.5% | +77.0% | -51.5% | +26.7% |
| 1Y | +35.5% | +73.0% | -37.5% | +36.9% |
| 3Y | +143.9% | +215.7% | -71.8% | +127.1% |
| All | +143.9% | +214.6% | -70.7% | +127.1% |
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