+175.0%
SIMO vs PCOR
-17.9%
+192.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | -16.0% | +20.7% | -36.7% | -18.5% |
| 30D | -35.8% | +35.7% | -71.4% | -38.8% |
| 3M | -26.5% | +31.1% | -57.5% | -30.1% |
| 6M | -33.0% | +43.1% | -76.1% | -37.9% |
| YTD | +84.3% | +4.8% | +79.5% | +81.9% |
| 1Y | +82.0% | -3.7% | +85.6% | +83.8% |
| 3Y | +218.5% | +46.5% | +171.9% | +185.3% |
| 5Y | +175.0% | -17.3% | +192.3% | +189.6% |
| All | +175.0% | -17.9% | +192.9% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling