+55.7%
PPL vs SIMO
+220.9%
-165.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | 0.0% |
| 7D | 0.0% | -16.0% | +16.1% | -0.3% |
| 30D | +4.3% | -35.8% | +40.0% | +3.6% |
| 3M | +2.9% | -26.5% | +29.4% | +2.6% |
| 6M | +1.1% | -33.0% | +34.1% | +0.6% |
| YTD | +4.5% | +84.3% | -79.9% | +5.0% |
| 1Y | +0.1% | +82.0% | -81.9% | +0.6% |
| 3Y | +55.7% | +218.5% | -162.8% | +47.4% |
| All | +55.7% | +220.9% | -165.2% | +47.4% |
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