+384.8%
SIMO vs PTC
+334.9%
+49.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | -22.0% | -0.2% | -21.8% | -21.9% |
| 30D | -43.0% | +0.8% | -43.8% | -43.2% |
| 3M | -39.1% | +32.1% | -71.2% | -45.7% |
| 6M | -33.3% | +42.6% | -75.9% | -43.4% |
| YTD | +77.0% | +12.0% | +65.0% | +64.5% |
| 1Y | +73.0% | +12.2% | +60.9% | +60.6% |
| 3Y | +215.7% | +31.2% | +184.5% | +173.0% |
| 5Y | +155.6% | +54.9% | +100.7% | +102.0% |
| All | +384.8% | +334.9% | +49.8% | +165.4% |
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