+82.0%
SIMO vs PENG
+103.2%
-21.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.5% |
| 7D | -16.0% | -16.1% | 0.0% | -8.7% |
| 30D | -35.8% | -41.5% | +5.7% | -16.8% |
| 3M | -26.5% | -19.1% | -7.4% | -19.2% |
| 6M | -33.0% | +0.9% | -33.9% | -29.1% |
| YTD | +84.3% | +128.2% | -43.9% | +65.0% |
| 1Y | +82.0% | +98.6% | -16.6% | +73.8% |
| All | +82.0% | +103.2% | -21.2% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling