+358.6%
SIMO vs PENG
+705.8%
-347.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.1% | -0.5% | -6.9% |
| 7D | -16.9% | -20.5% | +3.6% | -11.0% |
| 30D | -35.4% | -20.4% | -15.0% | -30.9% |
| 3M | -31.9% | -16.4% | -15.5% | -27.9% |
| 6M | -19.3% | +49.2% | -68.5% | -26.1% |
| YTD | +98.5% | +147.2% | -48.7% | +58.9% |
| 1Y | +100.5% | +124.7% | -24.2% | +64.1% |
| 3Y | +254.1% | +230.3% | +23.8% | +156.3% |
| 5Y | +187.4% | +71.4% | +116.0% | +122.9% |
| All | +358.6% | +705.8% | -347.2% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling