+352.4%
SIMO vs PENG
+735.0%
-382.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.8% |
| 7D | +14.9% | +34.6% | -19.7% | +5.0% |
| 30D | -27.0% | -35.9% | +8.9% | -16.9% |
| 3M | -25.4% | -14.7% | -10.7% | -21.8% |
| 6M | -30.3% | +13.5% | -43.8% | -32.0% |
| YTD | +95.8% | +156.1% | -60.3% | +54.7% |
| 1Y | +100.0% | +141.3% | -41.3% | +60.2% |
| 3Y | +238.3% | +223.4% | +14.8% | +144.8% |
| 5Y | +187.6% | +67.4% | +120.2% | +122.9% |
| All | +352.4% | +735.0% | -382.6% | +148.9% |
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