+446.0%
PWR vs SIMO
+269.6%
+176.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -1.3% |
| 7D | +3.6% | +4.2% | -0.6% | +2.5% |
| 30D | -8.6% | +4.1% | -12.7% | -10.1% |
| 3M | -13.2% | -12.9% | -0.3% | -12.0% |
| 6M | +9.9% | +110.3% | -100.5% | -10.1% |
| YTD | +48.0% | +178.6% | -130.5% | +11.3% |
| 1Y | +66.2% | +220.0% | -153.8% | +20.2% |
| 3Y | +195.1% | +409.0% | -213.9% | +88.3% |
| All | +446.0% | +269.6% | +176.5% | +260.4% |
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 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