+255.5%
PR vs SIMO
+195.0%
+60.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.7% | -5.9% | +1.7% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | -4.6% | -25.4% | +20.8% | -1.7% |
| 3M | +4.7% | -17.8% | +22.4% | +5.3% |
| 6M | +12.4% | -29.6% | +42.0% | +13.3% |
| YTD | +62.9% | +100.3% | -37.5% | +31.6% |
| 1Y | +70.6% | +100.4% | -29.8% | +37.6% |
| 3Y | +90.0% | +246.1% | -156.1% | +29.9% |
| 5Y | +255.5% | +189.8% | +65.7% | +126.7% |
| All | +255.5% | +195.0% | +60.5% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling