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  • PM vs SIMO✓SelectedUSD · SIMOPM vs SIMO performance historyLatest closeAs of-1.96%09/04
Stock and ETF performance explorer

PM vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+763.1%
SIMO return
+2,731.4%
Excess return
-1,968.2%
Maximum drawdown
-42.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-2.0%+8.7%-10.7%-2.5%
7D-4.9%+4.2%-9.1%-5.1%
30D-3.4%+4.1%-7.5%-3.8%
3M+5.2%-12.9%+18.0%+5.1%
6M+3.7%+110.3%-106.6%-3.4%
YTD+15.8%+178.6%-162.8%+5.3%
1Y+17.4%+220.0%-202.6%+5.3%
3Y+116.9%+409.0%-292.1%+85.4%
5Y+117.3%+277.3%-160.0%+86.8%
10Y+193.8%+506.6%-312.9%+135.6%
All+763.1%+2,731.4%-1,968.2%+395.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling