+2,335.3%
SIMO vs PFG
+407.7%
+1,927.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.2% |
| 3M | -25.4% | +0.1% | -25.4% | -25.8% |
| 6M | -30.3% | +13.8% | -44.0% | -34.0% |
| YTD | +95.8% | +31.2% | +64.5% | +76.0% |
| 1Y | +100.0% | +37.1% | +63.0% | +77.2% |
| 3Y | +238.3% | +80.6% | +157.7% | +172.9% |
| 5Y | +187.6% | +93.7% | +93.9% | +121.8% |
| 10Y | +422.5% | +185.5% | +237.0% | +229.9% |
| All | +2,335.3% | +407.7% | +1,927.6% | +788.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling