+145.4%
SIMO vs PENG
+31.0%
+114.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -23.0% | +8.6% | -5.8% |
| 7D | -31.4% | -36.7% | +5.3% | -18.8% |
| 30D | -45.2% | -42.0% | -3.1% | -33.2% |
| 3M | -36.5% | -33.2% | -3.3% | -26.3% |
| 6M | -34.2% | +2.1% | -36.3% | -32.3% |
| YTD | +69.9% | +90.3% | -20.4% | +45.5% |
| 1Y | +60.4% | +67.7% | -7.2% | +42.1% |
| 3Y | +203.1% | +154.2% | +48.9% | +134.2% |
| 5Y | +145.4% | +28.3% | +117.1% | +97.6% |
| All | +145.4% | +31.0% | +114.4% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling