+434.6%
SIMO vs PTC
+317.3%
+117.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -25.4% | +0.9% | -26.3% | -25.6% |
| 3M | -17.8% | +30.4% | -48.1% | -26.2% |
| 6M | -29.6% | +34.4% | -64.0% | -38.6% |
| YTD | +100.3% | +12.6% | +87.7% | +85.8% |
| 1Y | +100.4% | +10.2% | +90.2% | +87.5% |
| 3Y | +246.1% | +29.4% | +216.7% | +201.0% |
| 5Y | +189.8% | +63.7% | +126.1% | +124.1% |
| 10Y | +434.6% | +316.9% | +117.7% | +191.4% |
| All | +434.6% | +317.3% | +117.3% | +191.4% |
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