-34.2%
SIMO vs PCOR
+41.7%
-75.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | 0.0% | -14.4% | -14.4% |
| 7D | -31.4% | +23.7% | -55.1% | -20.9% |
| 30D | -45.2% | +39.0% | -84.2% | -32.0% |
| 3M | -36.5% | +35.8% | -72.3% | -20.5% |
| 6M | -34.2% | +38.2% | -72.4% | -5.9% |
| All | -34.2% | +41.7% | -75.9% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling