+156.7%
SIMO vs PFG
+91.4%
+65.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.8% | +4.7% |
| 7D | -22.0% | -0.6% | -21.3% | -21.8% |
| 30D | -43.0% | +2.0% | -45.1% | -43.4% |
| 3M | -39.1% | -3.2% | -36.0% | -38.8% |
| 6M | -33.3% | +10.9% | -44.2% | -36.7% |
| YTD | +77.0% | +28.8% | +48.1% | +57.4% |
| 1Y | +73.0% | +39.2% | +33.8% | +49.0% |
| 3Y | +215.7% | +75.0% | +140.7% | +151.3% |
| All | +156.7% | +91.4% | +65.3% | +90.7% |
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