+465.4%
SIMO vs PNR
-13.0%
+478.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.7% |
| 7D | +14.5% | -3.9% | +18.4% | +15.9% |
| 30D | +20.4% | -13.8% | +34.2% | +26.2% |
| 3M | +7.1% | -22.5% | +29.7% | +16.1% |
| 6M | +129.2% | -37.2% | +166.4% | +169.3% |
| YTD | +201.9% | -44.2% | +246.2% | +272.4% |
| 1Y | +235.5% | -46.6% | +282.2% | +325.1% |
| All | +465.4% | -13.0% | +478.5% | +506.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling