+100.5%
SIMO vs PFGC
+12.5%
+88.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +13.5% | -23.1% | -3.5% |
| 7D | -16.9% | +13.9% | -30.7% | -11.1% |
| 30D | -35.4% | +18.4% | -53.7% | -29.9% |
| 3M | -31.9% | -2.5% | -29.3% | -30.9% |
| 6M | -19.3% | +26.0% | -45.3% | -13.9% |
| YTD | +98.5% | +21.9% | +76.6% | +116.8% |
| 1Y | +100.5% | +13.4% | +87.1% | +114.9% |
| All | +100.5% | +12.5% | +88.0% | +114.9% |
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