+17.8%
PFE vs SIMO
+230.1%
-212.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.6% |
| 7D | -4.7% | -8.2% | +3.5% | -4.7% |
| 30D | +3.4% | -34.6% | +38.0% | +3.7% |
| 3M | +9.2% | -32.6% | +41.9% | +9.4% |
| 6M | +15.8% | -31.8% | +47.6% | +15.1% |
| YTD | +23.4% | +87.6% | -64.2% | +14.0% |
| 1Y | +25.8% | +86.7% | -60.8% | +16.1% |
| 3Y | +17.8% | +227.4% | -209.6% | +3.6% |
| All | +17.8% | +230.1% | -212.3% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling