-34.2%
SIMO vs PTC
+41.0%
-75.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.3% | -14.1% | -14.5% |
| 7D | -31.4% | -0.1% | -31.3% | -31.4% |
| 30D | -45.2% | +0.8% | -46.0% | -45.1% |
| 3M | -36.5% | +39.6% | -76.1% | -28.8% |
| 6M | -34.2% | +41.5% | -75.7% | -19.6% |
| All | -34.2% | +41.0% | -75.2% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling