+388.8%
SIMO vs PTC
+312.5%
+76.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +4.1% | +0.5% | +3.6% | +4.0% |
| 30D | -24.0% | +1.2% | -25.2% | -24.2% |
| 3M | -31.8% | +27.4% | -59.1% | -38.2% |
| 6M | -36.9% | +39.2% | -76.1% | -45.7% |
| YTD | +84.8% | +12.5% | +72.3% | +71.5% |
| 1Y | +99.0% | +12.3% | +86.7% | +84.7% |
| 3Y | +217.9% | +28.8% | +189.1% | +176.9% |
| 5Y | +171.5% | +60.9% | +110.6% | +111.4% |
| All | +388.8% | +312.5% | +76.3% | +168.0% |
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