+419.3%
SIMO vs PEG
+36.1%
+383.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.9% | +8.7% |
| 7D | +4.2% | +0.7% | +3.5% | +4.1% |
| 30D | +4.1% | -2.4% | +6.5% | +4.6% |
| 3M | -12.9% | -4.8% | -8.1% | -12.4% |
| 6M | +110.3% | -10.7% | +121.0% | +114.5% |
| YTD | +178.6% | -6.7% | +185.3% | +179.5% |
| 1Y | +220.0% | -6.8% | +226.8% | +221.0% |
| All | +419.3% | +36.1% | +383.2% | +372.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling