+270.1%
SIMO vs PENG
+115.2%
+154.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.4% | +2.3% | +6.5% |
| 7D | +4.2% | +4.5% | -0.3% | +2.8% |
| 30D | +4.1% | -7.1% | +11.2% | +6.9% |
| 3M | -12.9% | -27.3% | +14.4% | -4.5% |
| 6M | +110.3% | +169.6% | -59.2% | +62.0% |
| YTD | +178.6% | +164.6% | +14.0% | +112.6% |
| 1Y | +220.0% | +109.5% | +110.5% | +158.8% |
| 3Y | +409.0% | +98.9% | +310.1% | +285.5% |
| All | +270.1% | +115.2% | +154.9% | +185.3% |
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