+172.0%
PFE vs SIMO
+3,332.4%
-3,160.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -10.0% | -1.9% |
| 7D | +1.8% | +4.2% | -2.5% | +1.4% |
| 30D | +10.2% | +4.1% | +6.1% | +9.6% |
| 3M | +12.7% | -12.9% | +25.6% | +12.6% |
| 6M | +10.5% | +110.3% | -99.8% | +1.8% |
| YTD | +20.2% | +178.6% | -158.4% | +7.7% |
| 1Y | +24.1% | +220.0% | -195.9% | +9.7% |
| 3Y | -3.6% | +409.0% | -412.6% | -19.0% |
| 5Y | -20.9% | +277.3% | -298.2% | -33.2% |
| 10Y | +35.8% | +506.6% | -470.8% | +6.0% |
| All | +172.0% | +3,332.4% | -3,160.4% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling