+236.8%
SIMO vs PFG
+81.7%
+155.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | +14.9% | +0.1% | +14.7% | +14.8% |
| 30D | -27.0% | +5.0% | -31.9% | -28.1% |
| 3M | -25.4% | +0.1% | -25.4% | -25.7% |
| 6M | -30.3% | +13.8% | -44.0% | -35.3% |
| YTD | +95.8% | +31.2% | +64.5% | +66.8% |
| 1Y | +100.0% | +37.1% | +63.0% | +66.1% |
| All | +236.8% | +81.7% | +155.1% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling