+852.8%
PM vs SIMO
+1,626.9%
-774.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.4% | +9.8% | -3.8% |
| 7D | -3.4% | -31.4% | +28.0% | -1.5% |
| 30D | +5.8% | -45.2% | +51.0% | +9.0% |
| 3M | +6.7% | -36.5% | +43.2% | +8.5% |
| 6M | +19.9% | -34.2% | +54.1% | +20.5% |
| YTD | +27.8% | +69.9% | -42.1% | +18.8% |
| 1Y | +39.4% | +60.4% | -21.0% | +30.0% |
| 3Y | +146.9% | +203.1% | -56.2% | +116.0% |
| 5Y | +166.6% | +145.4% | +21.2% | +133.0% |
| 10Y | +242.1% | +368.9% | -126.8% | +175.9% |
| All | +852.8% | +1,626.9% | -774.1% | +458.6% |
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