+100.5%
SIMO vs PFG
+46.8%
+53.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.1% | -13.7% | -8.0% |
| 7D | -16.9% | +4.9% | -21.8% | -15.2% |
| 30D | -35.4% | +5.7% | -41.0% | -33.7% |
| 3M | -31.9% | +2.6% | -34.4% | -30.8% |
| 6M | -19.3% | +19.8% | -39.1% | -16.7% |
| YTD | +98.5% | +36.3% | +62.2% | +98.5% |
| 1Y | +100.5% | +47.9% | +52.6% | +98.1% |
| All | +100.5% | +46.8% | +53.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling