+270.1%
SIMO vs PEG
+35.8%
+234.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.3% |
| 6M | +110.3% | -10.7% | +121.0% | +114.3% |
| YTD | +178.6% | -6.7% | +185.3% | +180.2% |
| 1Y | +220.0% | -6.8% | +226.8% | +221.8% |
| 3Y | +409.0% | +34.5% | +374.6% | +373.5% |
| All | +270.1% | +35.8% | +234.3% | +226.1% |
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 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