-21.5%
PFE vs SIMO
+171.3%
-192.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.5% |
| 7D | -0.7% | -16.0% | +15.3% | -0.6% |
| 30D | +5.3% | -35.8% | +41.1% | +5.6% |
| 3M | +10.1% | -26.5% | +36.6% | +10.1% |
| 6M | +18.0% | -33.0% | +51.0% | +17.6% |
| YTD | +25.8% | +84.3% | -58.5% | +20.3% |
| 1Y | +28.4% | +82.0% | -53.5% | +22.8% |
| 3Y | +20.9% | +218.5% | -197.6% | +12.1% |
| 5Y | -21.5% | +175.0% | -196.5% | -25.0% |
| All | -21.5% | +171.3% | -192.8% | -25.0% |
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