+3,365.1%
SIMO vs PPG
+469.5%
+2,895.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.1% | +7.7% |
| 7D | +4.2% | -1.5% | +5.7% | +5.3% |
| 30D | +4.1% | -5.0% | +9.0% | +7.3% |
| 3M | -12.9% | +1.1% | -14.0% | -14.6% |
| 6M | +110.3% | -3.2% | +113.5% | +108.0% |
| YTD | +178.6% | +11.9% | +166.7% | +150.3% |
| 1Y | +220.0% | +5.3% | +214.7% | +197.6% |
| 3Y | +409.0% | -15.0% | +424.0% | +435.2% |
| 5Y | +277.3% | -19.6% | +296.9% | +288.6% |
| 10Y | +506.6% | +27.0% | +479.6% | +300.8% |
| All | +3,365.1% | +469.5% | +2,895.5% | +474.9% |
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