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  • SIMO vs PNR✓SelectedUSD · PNRSIMO vs PNR performance historyLatest closeAs of+2.09%09/09
Stock and ETF performance explorer

SIMO vs PNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+579.5%
PNR return
+63.0%
Excess return
+516.5%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPNRExcessAlpha
1D+2.1%-1.9%+4.0%+2.8%
7D+14.5%-3.9%+18.4%+16.1%
30D+20.4%-13.8%+34.2%+27.0%
3M+7.1%-22.5%+29.7%+16.8%
6M+129.2%-37.2%+166.4%+169.2%
YTD+201.9%-44.2%+246.2%+270.0%
1Y+235.5%-46.6%+282.2%+319.5%
3Y+463.8%-12.5%+476.3%+472.2%
5Y+306.7%-19.3%+326.0%+320.4%
10Y+579.5%+67.5%+512.0%+393.2%
All+579.5%+63.0%+516.5%+393.2%

Cumulative growth

Daily Returns

Daily percentage return beside PNR.

Daily Out/Under-Performance

Portfolio return minus PNR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PNR 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 PNR 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