+58.1%
PPL vs SIMO
+202.0%
-143.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.2% | +0.5% |
| 7D | +1.0% | -31.4% | +32.4% | +0.3% |
| 30D | +6.8% | -45.2% | +52.0% | +5.8% |
| 3M | +3.9% | -36.5% | +40.4% | +3.2% |
| 6M | -2.0% | -34.2% | +32.2% | -2.6% |
| YTD | +5.3% | +69.9% | -64.6% | +5.5% |
| 1Y | +2.2% | +60.4% | -58.2% | +2.4% |
| All | +58.1% | +202.0% | -143.9% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling