+2,233.7%
SIMO vs PEG
+447.4%
+1,786.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +4.4% |
| 7D | -8.2% | +0.9% | -9.0% | -8.5% |
| 30D | -34.6% | +3.8% | -38.4% | -35.8% |
| 3M | -32.6% | +0.1% | -32.7% | -32.8% |
| 6M | -31.8% | -1.0% | -30.8% | -31.9% |
| YTD | +87.6% | -4.1% | +91.7% | +88.3% |
| 1Y | +86.7% | -6.9% | +93.5% | +89.6% |
| 3Y | +227.4% | +35.6% | +191.8% | +180.4% |
| 5Y | +173.0% | +42.8% | +130.2% | +124.0% |
| 10Y | +409.6% | +160.2% | +249.4% | +199.5% |
| All | +2,233.7% | +447.4% | +1,786.3% | +843.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling