+50.7%
PFE vs SIMO
+453.3%
-402.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | 0.0% |
| 7D | -3.0% | +0.9% | -3.9% | -3.0% |
| 30D | +5.2% | -25.4% | +30.6% | +6.0% |
| 3M | +12.2% | -17.8% | +30.0% | +12.4% |
| 6M | +17.8% | -29.6% | +47.3% | +17.8% |
| YTD | +26.2% | +100.3% | -74.1% | +17.5% |
| 1Y | +23.2% | +100.4% | -77.2% | +14.7% |
| 3Y | +21.3% | +246.1% | -224.8% | +7.6% |
| 5Y | -23.1% | +189.8% | -212.9% | -32.2% |
| 10Y | +50.7% | +434.6% | -383.9% | +20.3% |
| All | +50.7% | +453.3% | -402.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling