+119.6%
PM vs SIMO
+418.6%
-298.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -1.6% |
| 7D | -4.9% | +4.2% | -9.1% | -4.7% |
| 30D | -3.4% | +4.1% | -7.5% | -3.1% |
| 3M | +5.2% | -12.9% | +18.0% | +5.4% |
| 6M | +3.7% | +110.3% | -106.6% | +5.6% |
| YTD | +15.8% | +178.6% | -162.8% | +18.4% |
| 1Y | +17.4% | +220.0% | -202.6% | +19.5% |
| All | +119.6% | +418.6% | -298.9% | +103.1% |
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