+65.2%
PR vs SIMO
+379.7%
-314.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.2% | +1.1% |
| 7D | -16.4% | -22.0% | +5.6% | -12.5% |
| 30D | -1.9% | -43.0% | +41.2% | +8.2% |
| 3M | +8.0% | -39.1% | +47.1% | +15.7% |
| 6M | +4.1% | -33.3% | +37.4% | +6.2% |
| YTD | +58.7% | +77.0% | -18.3% | +21.3% |
| 1Y | +75.8% | +73.0% | +2.8% | +34.9% |
| 3Y | +73.2% | +215.7% | -142.6% | +7.3% |
| 5Y | +230.1% | +155.6% | +74.5% | +105.0% |
| All | +65.2% | +379.7% | -314.5% | -18.9% |
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