+2,198.9%
SIMO vs PPG
+524.0%
+1,674.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | +4.1% | +0.7% | +3.4% | +3.7% |
| 30D | -24.0% | +17.6% | -41.5% | -31.6% |
| 3M | -31.8% | +7.5% | -39.2% | -35.3% |
| 6M | -36.9% | +17.6% | -54.5% | -44.2% |
| YTD | +84.8% | +22.6% | +62.3% | +55.6% |
| 1Y | +99.0% | +28.0% | +71.0% | +62.4% |
| 3Y | +217.9% | +1.8% | +216.2% | +196.9% |
| 5Y | +171.5% | -15.5% | +186.9% | +170.9% |
| 10Y | +393.3% | +54.9% | +338.4% | +182.5% |
| All | +2,198.9% | +524.0% | +1,674.9% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling