+100.5%
SIMO vs PPG
+38.5%
+62.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.0% | -14.6% | -9.0% |
| 7D | -16.9% | +7.5% | -24.3% | -16.3% |
| 30D | -35.4% | +20.9% | -56.3% | -34.6% |
| 3M | -31.9% | +8.7% | -40.6% | -31.5% |
| 6M | -19.3% | +23.8% | -43.2% | -17.8% |
| YTD | +98.5% | +26.5% | +71.9% | +118.1% |
| 1Y | +100.5% | +37.6% | +62.9% | +116.6% |
| All | +100.5% | +38.5% | +62.1% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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