+52.2%
PNC vs SIMO
+297.1%
-244.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.7% |
| 7D | +2.3% | +14.6% | -12.3% | +0.9% |
| 30D | -3.8% | +6.2% | -10.0% | -4.6% |
| 3M | +7.8% | +3.6% | +4.2% | +6.0% |
| 6M | +19.7% | +130.8% | -111.1% | +4.1% |
| YTD | +19.1% | +195.8% | -176.7% | -1.3% |
| 1Y | +23.1% | +225.0% | -201.9% | -0.2% |
| 3Y | +132.1% | +452.3% | -320.2% | +67.4% |
| 5Y | +52.2% | +303.6% | -251.4% | +12.7% |
| All | +52.2% | +297.1% | -244.9% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling