+734.3%
PNC vs SIMO
+3,332.4%
-2,598.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.2% |
| 7D | +1.4% | +4.2% | -2.8% | +0.6% |
| 30D | -3.8% | +4.1% | -7.9% | -5.0% |
| 3M | +9.0% | -12.9% | +21.9% | +9.0% |
| 6M | +16.6% | +110.3% | -93.7% | -2.0% |
| YTD | +20.4% | +178.6% | -158.1% | -4.5% |
| 1Y | +22.3% | +220.0% | -197.7% | -5.9% |
| 3Y | +124.5% | +409.0% | -284.5% | +55.8% |
| 5Y | +54.1% | +277.3% | -223.2% | +9.0% |
| 10Y | +276.3% | +506.6% | -230.3% | +131.9% |
| All | +734.3% | +3,332.4% | -2,598.0% | +162.9% |
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 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