+67.9%
PPL vs SIMO
+394.4%
-326.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.5% |
| 7D | -0.4% | +4.1% | -4.5% | -0.6% |
| 30D | +2.6% | -24.0% | +26.6% | +3.6% |
| 3M | +0.8% | -31.8% | +32.6% | +2.0% |
| 6M | +1.4% | -36.9% | +38.3% | +2.2% |
| YTD | +4.3% | +84.8% | -80.5% | -3.6% |
| 1Y | +0.8% | +99.0% | -98.2% | -7.6% |
| 3Y | +57.9% | +217.9% | -160.0% | +36.4% |
| 5Y | +48.3% | +171.5% | -123.1% | +27.3% |
| All | +67.9% | +394.4% | -326.5% | +27.0% |
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