+434.6%
SIMO vs PFG
+189.4%
+245.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.1% | +9.8% | +9.0% |
| 7D | +0.9% | -2.2% | +3.2% | +1.8% |
| 30D | -25.4% | +6.4% | -31.7% | -27.0% |
| 3M | -17.8% | +2.2% | -20.0% | -18.8% |
| 6M | -29.6% | +16.3% | -45.8% | -34.0% |
| YTD | +100.3% | +33.2% | +67.1% | +78.2% |
| 1Y | +100.4% | +40.6% | +59.8% | +74.8% |
| 3Y | +246.1% | +83.3% | +162.7% | +175.4% |
| 5Y | +189.8% | +97.7% | +92.1% | +119.8% |
| 10Y | +434.6% | +189.9% | +244.7% | +228.9% |
| All | +434.6% | +189.4% | +245.2% | +228.9% |
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