+111.5%
SIMO vs PNR
-33.1%
+144.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.7% |
| 7D | +4.2% | -2.4% | +6.6% | +4.1% |
| 30D | +4.1% | -12.8% | +16.9% | +3.0% |
| 3M | -12.9% | -17.0% | +4.1% | -11.7% |
| All | +111.5% | -33.1% | +144.6% | +116.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling