+26.6%
PFE vs SIMO
+67.0%
-40.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -1.5% |
| 7D | -3.7% | -22.0% | +18.3% | -4.3% |
| 30D | +5.0% | -43.0% | +48.0% | +3.6% |
| 3M | +12.2% | -39.1% | +51.3% | +11.1% |
| 6M | +14.6% | -33.3% | +47.9% | +13.1% |
| YTD | +24.1% | +77.0% | -52.8% | +18.2% |
| 1Y | +26.6% | +73.0% | -46.4% | +20.6% |
| All | +26.6% | +67.0% | -40.4% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling