+409.6%
SIMO vs PTC
+326.2%
+83.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | -8.2% | +0.8% | -9.0% | -8.4% |
| 30D | -34.6% | +0.7% | -35.3% | -34.7% |
| 3M | -32.6% | +32.6% | -65.2% | -40.0% |
| 6M | -31.8% | +33.6% | -65.4% | -40.4% |
| YTD | +87.6% | +12.4% | +75.2% | +74.2% |
| 1Y | +86.7% | +11.2% | +75.5% | +74.0% |
| 3Y | +227.4% | +31.7% | +195.8% | +182.8% |
| 5Y | +173.0% | +60.1% | +112.9% | +113.0% |
| 10Y | +409.6% | +317.2% | +92.4% | +179.6% |
| All | +409.6% | +326.2% | +83.5% | +179.6% |
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