+187.6%
SIMO vs PTC
+62.5%
+125.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +14.9% | +0.8% | +14.0% | +14.7% |
| 30D | -27.0% | +1.2% | -28.2% | -27.1% |
| 3M | -25.4% | +32.6% | -58.0% | -30.7% |
| 6M | -30.3% | +36.1% | -66.3% | -36.2% |
| YTD | +95.8% | +12.7% | +83.1% | +92.3% |
| 1Y | +100.0% | +10.2% | +89.9% | +98.4% |
| 3Y | +238.3% | +29.4% | +208.8% | +210.0% |
| 5Y | +187.6% | +61.1% | +126.5% | +151.3% |
| All | +187.6% | +62.5% | +125.1% | +151.3% |
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