+388.8%
SIMO vs PFGC
+351.0%
+37.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -5.8% |
| 7D | +4.1% | +3.4% | +0.7% | +3.6% |
| 30D | -24.0% | +16.9% | -40.9% | -26.3% |
| 3M | -31.8% | +6.4% | -38.2% | -32.8% |
| 6M | -36.9% | +16.0% | -52.9% | -39.2% |
| YTD | +84.8% | +23.6% | +61.2% | +75.0% |
| 1Y | +99.0% | +16.6% | +82.4% | +90.4% |
| 3Y | +217.9% | +82.3% | +135.7% | +179.7% |
| 5Y | +171.5% | +138.7% | +32.8% | +124.7% |
| All | +388.8% | +351.0% | +37.8% | +252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling