+528.8%
SIMO vs PFG
+239.4%
+289.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.6% |
| 7D | +14.6% | +6.0% | +8.6% | +12.1% |
| 30D | +6.2% | +2.2% | +4.0% | +5.2% |
| 3M | +3.6% | +10.4% | -6.8% | -0.6% |
| 6M | +130.8% | +27.8% | +103.0% | +109.8% |
| YTD | +195.8% | +33.6% | +162.1% | +163.9% |
| 1Y | +225.0% | +49.3% | +175.7% | +178.8% |
| 3Y | +452.3% | +69.7% | +382.6% | +352.5% |
| 5Y | +303.6% | +111.3% | +192.2% | +200.9% |
| 10Y | +528.8% | +240.3% | +288.5% | +275.4% |
| All | +528.8% | +239.4% | +289.3% | +275.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling