+353.0%
SIMO vs PCOR
-30.9%
+384.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.3% | +13.0% | +9.4% |
| 7D | +4.2% | -9.0% | +13.2% | +5.8% |
| 30D | +4.1% | +4.2% | -0.1% | +2.9% |
| 3M | -12.9% | +14.4% | -27.3% | -15.6% |
| 6M | +110.3% | +0.2% | +110.2% | +106.7% |
| YTD | +178.6% | -20.3% | +198.8% | +187.5% |
| 1Y | +220.0% | -16.1% | +236.1% | +225.3% |
| 3Y | +409.0% | -14.7% | +423.7% | +403.1% |
| 5Y | +277.3% | -43.2% | +320.5% | +286.4% |
| All | +353.0% | -30.9% | +384.0% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling