+222.2%
PWR vs SIMO
+214.6%
+7.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.1% | +5.0% |
| 7D | -12.9% | -22.0% | +9.1% | -6.3% |
| 30D | -22.8% | -43.0% | +20.2% | -10.2% |
| 3M | -19.0% | -39.1% | +20.1% | -8.4% |
| 6M | -31.1% | -33.3% | +2.2% | -24.8% |
| YTD | +28.3% | +77.0% | -48.7% | +1.4% |
| 1Y | +22.2% | +73.0% | -50.8% | -2.6% |
| 3Y | +222.2% | +215.7% | +6.5% | +104.8% |
| All | +222.2% | +214.6% | +7.6% | +104.8% |
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