-21.5%
PFE vs SIMO
+154.7%
-176.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -1.7% |
| 7D | -3.7% | -22.0% | +18.3% | -3.6% |
| 30D | +5.0% | -43.0% | +48.0% | +5.4% |
| 3M | +12.2% | -39.1% | +51.3% | +12.4% |
| 6M | +14.6% | -33.3% | +47.9% | +14.1% |
| YTD | +24.1% | +77.0% | -52.8% | +18.8% |
| 1Y | +26.6% | +73.0% | -46.4% | +21.2% |
| 3Y | +14.3% | +215.7% | -201.4% | +6.2% |
| All | -21.5% | +154.7% | -176.1% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling