-23.8%
PFE vs SIMO
+170.3%
-194.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.2% |
| 7D | -1.7% | +4.1% | -5.8% | -1.7% |
| 30D | +0.3% | -24.0% | +24.3% | +0.4% |
| 3M | +9.4% | -31.8% | +41.1% | +9.5% |
| 6M | +14.9% | -36.9% | +51.8% | +14.7% |
| YTD | +23.8% | +84.8% | -61.0% | +18.5% |
| 1Y | +19.5% | +99.0% | -79.5% | +14.0% |
| 3Y | +21.0% | +217.9% | -196.9% | +12.4% |
| All | -23.8% | +170.3% | -194.1% | -25.7% |
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