+3,365.1%
SIMO vs PFG
+424.4%
+2,940.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +9.2% |
| 7D | +4.2% | +5.5% | -1.3% | +2.2% |
| 30D | +4.1% | +2.4% | +1.7% | +3.1% |
| 3M | -12.9% | +13.6% | -26.5% | -17.2% |
| 6M | +110.3% | +27.9% | +82.5% | +91.9% |
| YTD | +178.6% | +35.6% | +143.0% | +148.5% |
| 1Y | +220.0% | +48.5% | +171.5% | +176.8% |
| 3Y | +409.0% | +66.9% | +342.2% | +322.2% |
| 5Y | +277.3% | +111.0% | +166.4% | +183.4% |
| 10Y | +506.6% | +244.5% | +262.1% | +260.4% |
| All | +3,365.1% | +424.4% | +2,940.7% | +1,154.3% |
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