+170.0%
SIMO vs PFG
+92.7%
+77.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | +4.1% | +2.4% | +1.7% | +3.3% |
| 30D | -24.0% | +5.9% | -29.8% | -25.4% |
| 3M | -31.8% | -0.4% | -31.3% | -32.0% |
| 6M | -36.9% | +14.8% | -51.7% | -40.8% |
| YTD | +84.8% | +31.9% | +52.9% | +63.1% |
| 1Y | +99.0% | +38.8% | +60.2% | +72.0% |
| 3Y | +217.9% | +82.4% | +135.5% | +149.9% |
| All | +170.0% | +92.7% | +77.2% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling