+185.6%
PFE vs SIMO
+1,993.5%
-1,807.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.4% | +11.4% | -2.0% |
| 7D | -0.2% | -31.4% | +31.2% | +2.2% |
| 30D | +8.7% | -45.2% | +53.8% | +12.8% |
| 3M | +15.8% | -36.5% | +52.3% | +18.3% |
| 6M | +16.8% | -34.2% | +51.0% | +17.8% |
| YTD | +26.2% | +69.9% | -43.7% | +16.3% |
| 1Y | +29.9% | +60.4% | -30.5% | +20.2% |
| 3Y | +15.9% | +203.1% | -187.2% | +0.3% |
| 5Y | -20.6% | +145.4% | -166.1% | -31.5% |
| 10Y | +65.4% | +368.9% | -303.5% | +30.0% |
| All | +185.6% | +1,993.5% | -1,807.9% | +65.9% |
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