+528.8%
SIMO vs PEG
+145.3%
+383.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.4% | +6.0% |
| 7D | +14.6% | +1.0% | +13.6% | +14.3% |
| 30D | +6.2% | -1.9% | +8.1% | +6.8% |
| 3M | +3.6% | -3.7% | +7.2% | +4.4% |
| 6M | +130.8% | -9.4% | +140.2% | +136.0% |
| YTD | +195.8% | -6.0% | +201.8% | +198.5% |
| 1Y | +225.0% | -4.4% | +229.4% | +225.9% |
| 3Y | +452.3% | +33.5% | +418.8% | +397.9% |
| 5Y | +303.6% | +35.7% | +267.9% | +257.1% |
| 10Y | +528.8% | +140.4% | +388.4% | +367.1% |
| All | +528.8% | +145.3% | +383.5% | +367.1% |
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