+415.5%
SIMO vs PCOR
-14.4%
+429.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.3% | +13.0% | +9.2% |
| 7D | +4.2% | -9.0% | +13.2% | +5.4% |
| 30D | +4.1% | +4.2% | -0.1% | +3.1% |
| 3M | -12.9% | +14.4% | -27.3% | -14.4% |
| 6M | +110.3% | +0.2% | +110.2% | +110.0% |
| YTD | +178.6% | -20.3% | +198.8% | +197.1% |
| 1Y | +220.0% | -16.1% | +236.1% | +234.6% |
| All | +415.5% | -14.4% | +429.9% | +429.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling