+203.8%
PNC vs SIMO
+409.2%
-205.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.8% | -16.0% | +16.8% | +3.0% |
| 30D | +6.5% | -35.8% | +42.2% | +12.1% |
| 3M | -7.3% | -26.5% | +19.2% | -5.1% |
| 6M | +8.5% | -33.0% | +41.5% | +10.1% |
| YTD | +14.5% | +84.3% | -69.9% | -6.2% |
| 1Y | +29.1% | +82.0% | -52.9% | +5.9% |
| 3Y | +113.7% | +218.5% | -104.7% | +51.4% |
| 5Y | +35.7% | +175.0% | -139.3% | -5.1% |
| All | +203.8% | +409.2% | -205.4% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling