+2.2%
PPL vs SIMO
+71.5%
-69.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.2% | +0.4% |
| 7D | +1.0% | -31.4% | +32.4% | 0.0% |
| 30D | +6.8% | -45.2% | +52.0% | +5.3% |
| 3M | +3.9% | -36.5% | +40.4% | +3.0% |
| 6M | -2.0% | -34.2% | +32.2% | -2.7% |
| YTD | +5.3% | +69.9% | -64.6% | +7.1% |
| 1Y | +2.2% | +60.4% | -58.2% | +4.2% |
| All | +2.2% | +71.5% | -69.3% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling