+327.1%
SIMO vs PENG
+689.3%
-362.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.5% | -0.1% | -4.0% |
| 7D | +4.1% | +13.2% | -9.1% | +0.4% |
| 30D | -24.0% | -29.9% | +6.0% | -15.5% |
| 3M | -31.8% | -22.2% | -9.5% | -26.6% |
| 6M | -36.9% | -1.9% | -35.0% | -36.0% |
| YTD | +84.8% | +142.1% | -57.3% | +48.6% |
| 1Y | +99.0% | +151.5% | -52.5% | +58.5% |
| 3Y | +217.9% | +206.9% | +11.0% | +133.9% |
| 5Y | +171.5% | +58.2% | +113.2% | +114.1% |
| All | +327.1% | +689.3% | -362.3% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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