+64.4%
PPL vs SIMO
+436.4%
-372.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.5% |
| 7D | -1.2% | -8.2% | +6.9% | -0.9% |
| 30D | +4.2% | -34.6% | +38.8% | +6.0% |
| 3M | +1.5% | -32.6% | +34.1% | +2.8% |
| 6M | +1.0% | -31.8% | +32.9% | +1.4% |
| YTD | +4.4% | +87.6% | -83.2% | -3.6% |
| 1Y | +0.8% | +86.7% | -85.9% | -7.0% |
| 3Y | +56.5% | +227.4% | -171.0% | +34.9% |
| 5Y | +47.7% | +173.0% | -125.3% | +26.8% |
| 10Y | +64.4% | +409.6% | -345.2% | +23.6% |
| All | +64.4% | +436.4% | -372.0% | +23.6% |
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