+303.6%
SIMO vs PNR
-17.7%
+321.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +7.0% |
| 7D | +14.6% | -3.0% | +17.6% | +15.7% |
| 30D | +6.2% | -14.9% | +21.1% | +11.8% |
| 3M | +3.6% | -19.0% | +22.6% | +10.1% |
| 6M | +130.8% | -35.9% | +166.7% | +165.3% |
| YTD | +195.8% | -43.1% | +238.9% | +254.1% |
| 1Y | +225.0% | -46.4% | +271.4% | +299.4% |
| 3Y | +452.3% | -10.8% | +463.1% | +463.1% |
| 5Y | +303.6% | -18.9% | +322.4% | +359.4% |
| All | +303.6% | -17.7% | +321.3% | +359.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling