+549.0%
SIMO vs PPG
+26.3%
+522.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.7% |
| 7D | +12.5% | -5.1% | +17.7% | +14.8% |
| 30D | +18.4% | -9.6% | +28.0% | +23.0% |
| 3M | +5.6% | -6.4% | +12.0% | +7.6% |
| 6M | +116.9% | +0.5% | +116.4% | +112.1% |
| YTD | +188.4% | +4.4% | +184.0% | +176.5% |
| 1Y | +221.3% | -0.9% | +222.2% | +214.4% |
| 3Y | +438.6% | -17.0% | +455.5% | +462.2% |
| 5Y | +287.9% | -23.7% | +311.6% | +309.0% |
| All | +549.0% | +26.3% | +522.6% | +422.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling