+388.8%
SIMO vs PEG
+171.2%
+217.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.0% |
| 7D | +4.1% | +4.5% | -0.4% | +2.9% |
| 30D | -24.0% | +7.5% | -31.5% | -25.6% |
| 3M | -31.8% | +0.8% | -32.6% | -32.0% |
| 6M | -36.9% | 0.0% | -36.9% | -37.1% |
| YTD | +84.8% | -3.0% | +87.9% | +84.7% |
| 1Y | +99.0% | -4.7% | +103.7% | +99.9% |
| 3Y | +217.9% | +36.5% | +181.5% | +184.7% |
| 5Y | +171.5% | +44.4% | +127.1% | +135.5% |
| All | +388.8% | +171.2% | +217.5% | +251.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling