+156.7%
SIMO vs PEG
+33.6%
+123.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | -22.0% | -2.3% | -19.7% | -21.7% |
| 30D | -43.0% | +1.2% | -44.3% | -43.3% |
| 3M | -39.1% | -2.4% | -36.8% | -38.9% |
| 6M | -33.3% | -6.9% | -26.4% | -32.6% |
| YTD | +77.0% | -7.2% | +84.2% | +78.1% |
| 1Y | +73.0% | -8.9% | +81.9% | +75.0% |
| 3Y | +215.7% | +27.1% | +188.6% | +195.5% |
| All | +156.7% | +33.6% | +123.1% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling