+61.1%
PPL vs SIMO
+360.6%
-299.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.2% | +1.4% |
| 7D | +1.0% | -31.4% | +32.4% | +2.6% |
| 30D | +6.8% | -45.2% | +52.0% | +9.5% |
| 3M | +3.9% | -36.5% | +40.4% | +5.4% |
| 6M | -2.0% | -34.2% | +32.2% | -1.7% |
| YTD | +5.3% | +69.9% | -64.6% | -2.3% |
| 1Y | +2.2% | +60.4% | -58.2% | -4.8% |
| 3Y | +56.7% | +203.1% | -146.4% | +35.5% |
| 5Y | +49.1% | +145.4% | -96.4% | +28.8% |
| All | +61.1% | +360.6% | -299.4% | +21.9% |
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 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