+203.1%
SIMO vs PCOR
+44.3%
+158.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | 0.0% | -14.4% | -14.4% |
| 7D | -31.4% | +23.7% | -55.1% | -32.4% |
| 30D | -45.2% | +39.0% | -84.2% | -46.7% |
| 3M | -36.5% | +35.8% | -72.3% | -38.6% |
| 6M | -34.2% | +38.2% | -72.4% | -36.1% |
| YTD | +69.9% | +3.9% | +66.0% | +78.7% |
| 1Y | +60.4% | +5.7% | +54.7% | +67.1% |
| All | +203.1% | +44.3% | +158.8% | +185.6% |
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