+408.0%
SIMO vs PFG
+203.0%
+205.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.0% | +1.6% | +4.4% |
| 7D | -8.5% | +2.3% | -10.7% | -9.1% |
| 30D | -34.8% | +7.6% | -42.4% | -36.4% |
| 3M | -32.8% | +2.5% | -35.4% | -33.7% |
| 6M | -32.0% | +16.6% | -48.6% | -36.3% |
| YTD | +87.0% | +34.1% | +53.0% | +66.2% |
| 1Y | +86.1% | +44.1% | +42.0% | +61.1% |
| 3Y | +226.4% | +86.3% | +140.1% | +158.7% |
| 5Y | +172.1% | +101.6% | +70.6% | +105.5% |
| 10Y | +408.0% | +197.9% | +210.1% | +225.1% |
| All | +408.0% | +203.0% | +205.0% | +225.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling