+187.8%
SIMO vs PCOR
-10.3%
+198.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.2% |
| 7D | -22.0% | +22.7% | -44.7% | -24.5% |
| 30D | -43.0% | +37.5% | -80.5% | -45.9% |
| 3M | -39.1% | +35.2% | -74.3% | -42.5% |
| 6M | -33.3% | +42.2% | -75.5% | -38.1% |
| YTD | +77.0% | +3.6% | +73.4% | +74.4% |
| 1Y | +73.0% | -4.8% | +77.8% | +74.3% |
| 3Y | +215.7% | +48.3% | +167.4% | +182.6% |
| 5Y | +155.6% | -20.1% | +175.7% | +147.9% |
| All | +187.8% | -10.3% | +198.1% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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