+2,391.6%
SIMO vs PTC
+1,072.7%
+1,318.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | -25.4% | +0.9% | -26.3% | -25.6% |
| 3M | -17.8% | +30.4% | -48.1% | -29.2% |
| 6M | -29.6% | +34.4% | -64.0% | -41.8% |
| YTD | +100.3% | +12.6% | +87.7% | +77.4% |
| 1Y | +100.4% | +10.2% | +90.2% | +79.1% |
| 3Y | +246.1% | +29.4% | +216.7% | +184.6% |
| 5Y | +189.8% | +63.7% | +126.1% | +107.0% |
| 10Y | +434.6% | +316.9% | +117.7% | +119.4% |
| All | +2,391.6% | +1,072.7% | +1,318.8% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling