+415.5%
SIMO vs PFG
+67.7%
+347.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +9.3% |
| 7D | +4.2% | +5.5% | -1.3% | +1.9% |
| 30D | +4.1% | +2.4% | +1.7% | +3.0% |
| 3M | -12.9% | +13.6% | -26.5% | -18.4% |
| 6M | +110.3% | +27.9% | +82.5% | +84.9% |
| YTD | +178.6% | +35.6% | +143.0% | +135.8% |
| 1Y | +220.0% | +48.5% | +171.5% | +157.0% |
| All | +415.5% | +67.7% | +347.8% | +285.9% |
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