+100.5%
SIMO vs PEG
-6.2%
+106.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.4% |
| 7D | -16.9% | +1.0% | -17.9% | -16.6% |
| 30D | -35.4% | +6.6% | -42.0% | -33.9% |
| 3M | -31.9% | -3.1% | -28.7% | -32.8% |
| 6M | -19.3% | -7.4% | -12.0% | -22.7% |
| YTD | +98.5% | -6.4% | +104.9% | +94.7% |
| 1Y | +100.5% | -7.4% | +108.0% | +95.9% |
| All | +100.5% | -6.2% | +106.7% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling