+220.0%
SIMO vs PFGC
-5.1%
+225.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.5% |
| 7D | +4.2% | -2.2% | +6.4% | +3.6% |
| 30D | +4.1% | -11.9% | +16.0% | +0.1% |
| 3M | -12.9% | +5.0% | -17.9% | -13.2% |
| 6M | +110.3% | +8.6% | +101.7% | +108.4% |
| YTD | +178.6% | +9.7% | +168.9% | +181.5% |
| 1Y | +220.0% | -6.3% | +226.3% | +217.3% |
| All | +220.0% | -5.1% | +225.1% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling