+84.6%
SIMO vs PFG
+43.7%
+40.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.0% | +1.6% | +6.5% |
| 7D | -8.5% | +2.3% | -10.7% | -7.6% |
| 30D | -34.8% | +7.6% | -42.4% | -33.1% |
| 3M | -32.8% | +2.5% | -35.4% | -32.0% |
| 6M | -32.0% | +16.6% | -48.6% | -30.8% |
| YTD | +87.0% | +34.1% | +53.0% | +80.8% |
| All | +84.6% | +43.7% | +40.9% | +72.3% |
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