+220.0%
SIMO vs PPG
+5.2%
+214.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.1% | +8.6% |
| 7D | +4.2% | -1.5% | +5.7% | +4.2% |
| 30D | +4.1% | -5.0% | +9.0% | +4.2% |
| 3M | -12.9% | +1.1% | -14.0% | -13.2% |
| 6M | +110.3% | -3.2% | +113.5% | +114.2% |
| YTD | +178.6% | +11.9% | +166.7% | +173.6% |
| 1Y | +220.0% | +5.3% | +214.7% | +250.8% |
| All | +220.0% | +5.2% | +214.8% | +250.8% |
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