+306.1%
SIMO vs PPG
-23.1%
+329.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.9% |
| 7D | +14.5% | -3.7% | +18.2% | +15.9% |
| 30D | +20.4% | -7.2% | +27.6% | +23.4% |
| 3M | +7.1% | -7.3% | +14.5% | +9.2% |
| 6M | +129.2% | +0.3% | +129.0% | +124.7% |
| YTD | +201.9% | +6.5% | +195.4% | +187.7% |
| 1Y | +235.5% | +0.5% | +235.0% | +227.1% |
| 3Y | +463.8% | -15.3% | +479.1% | +475.9% |
| All | +306.1% | -23.1% | +329.2% | +310.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling