+2,013.4%
SIMO vs PTC
+1,063.5%
+949.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.3% | -14.1% | -14.3% |
| 7D | -31.4% | -0.1% | -31.3% | -31.4% |
| 30D | -45.2% | +0.8% | -46.0% | -45.3% |
| 3M | -36.5% | +39.6% | -76.1% | -46.9% |
| 6M | -34.2% | +41.5% | -75.7% | -47.0% |
| YTD | +69.9% | +11.7% | +58.2% | +51.0% |
| 1Y | +60.4% | +2.4% | +58.0% | +48.1% |
| 3Y | +203.1% | +31.9% | +171.2% | +147.0% |
| 5Y | +145.4% | +54.5% | +90.9% | +79.9% |
| 10Y | +368.9% | +342.1% | +26.8% | +86.7% |
| All | +2,013.4% | +1,063.5% | +949.9% | +287.6% |
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 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