+235.5%
SIMO vs PNR
-47.2%
+282.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.1% |
| 7D | +14.5% | -3.9% | +18.4% | +14.6% |
| 30D | +20.4% | -13.8% | +34.2% | +21.0% |
| 3M | +7.1% | -22.5% | +29.7% | +9.5% |
| 6M | +129.2% | -37.2% | +166.4% | +140.7% |
| YTD | +201.9% | -44.2% | +246.2% | +223.3% |
| 1Y | +235.5% | -46.6% | +282.2% | +282.0% |
| All | +235.5% | -47.2% | +282.7% | +282.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling