+407.5%
SIMO vs PTC
+315.4%
+92.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -16.0% | +1.3% | -17.3% | -16.3% |
| 30D | -35.8% | +1.1% | -36.8% | -35.9% |
| 3M | -26.5% | +30.1% | -56.6% | -34.0% |
| 6M | -33.0% | +34.0% | -67.0% | -41.5% |
| YTD | +84.3% | +12.8% | +71.5% | +70.9% |
| 1Y | +82.0% | +10.7% | +71.2% | +70.0% |
| 3Y | +218.5% | +29.6% | +188.8% | +176.8% |
| 5Y | +175.0% | +63.5% | +111.5% | +112.8% |
| 10Y | +407.5% | +316.7% | +90.8% | +178.1% |
| All | +407.5% | +315.4% | +92.1% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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