+217.5%
PPL vs SIMO
+3,332.4%
-3,114.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.6% |
| 7D | +2.7% | +4.2% | -1.6% | +2.3% |
| 30D | +0.5% | +4.1% | -3.6% | 0.0% |
| 3M | +0.7% | -12.9% | +13.5% | +0.6% |
| 6M | -7.6% | +110.3% | -117.9% | -14.1% |
| YTD | +1.8% | +178.6% | -176.8% | -7.7% |
| 1Y | -0.8% | +220.0% | -220.7% | -11.3% |
| 3Y | +56.9% | +409.0% | -352.2% | +33.5% |
| 5Y | +39.5% | +277.3% | -237.8% | +19.7% |
| 10Y | +55.4% | +506.6% | -451.2% | +24.4% |
| All | +217.5% | +3,332.4% | -3,114.8% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling