+127.9%
PNC vs SIMO
+469.0%
-341.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -0.7% | +14.5% | -15.2% | -1.7% |
| 30D | -4.4% | +20.4% | -24.8% | -5.8% |
| 3M | +4.5% | +7.1% | -2.6% | +2.9% |
| 6M | +19.1% | +129.2% | -110.2% | +5.9% |
| YTD | +18.0% | +201.9% | -183.9% | -0.8% |
| 1Y | +24.1% | +235.5% | -211.5% | +1.4% |
| All | +127.9% | +469.0% | -341.1% | +55.9% |
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