+270.1%
SIMO vs PTC
+6.0%
+264.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -6.0% | +14.7% | +10.3% |
| 7D | +4.2% | -10.3% | +14.5% | +7.1% |
| 30D | +4.1% | +1.1% | +2.9% | +3.1% |
| 3M | -12.9% | +1.6% | -14.5% | -14.4% |
| 6M | +110.3% | -13.5% | +123.8% | +119.0% |
| YTD | +178.6% | -19.1% | +197.6% | +196.8% |
| 1Y | +220.0% | -33.9% | +253.9% | +272.5% |
| 3Y | +409.0% | -3.9% | +412.9% | +401.3% |
| All | +270.1% | +6.0% | +264.1% | +241.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling