+189.8%
SIMO vs PNR
+0.4%
+189.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.8% |
| 7D | +0.9% | -3.7% | +4.7% | +2.2% |
| 30D | -25.4% | +33.1% | -58.5% | -32.1% |
| 3M | -17.8% | +3.7% | -21.4% | -19.1% |
| 6M | -29.6% | -7.7% | -21.8% | -28.5% |
| YTD | +100.3% | -32.4% | +132.7% | +126.1% |
| 1Y | +100.4% | -35.0% | +135.4% | +129.8% |
| 3Y | +246.1% | +17.1% | +229.0% | +223.6% |
| 5Y | +189.8% | +0.1% | +189.7% | +219.1% |
| All | +189.8% | +0.4% | +189.4% | +219.1% |
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