+116.1%
PNC vs SIMO
+221.6%
-105.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.9% |
| 7D | +3.1% | +4.1% | -1.0% | +2.8% |
| 30D | +7.6% | -24.0% | +31.6% | +9.0% |
| 3M | -8.1% | -31.8% | +23.6% | -6.8% |
| 6M | +12.6% | -36.9% | +49.5% | +13.7% |
| YTD | +15.0% | +84.8% | -69.9% | -0.9% |
| 1Y | +30.4% | +99.0% | -68.6% | +10.7% |
| 3Y | +116.1% | +217.9% | -101.8% | +46.8% |
| All | +116.1% | +221.6% | -105.5% | +46.8% |
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