+528.8%
SIMO vs PFGC
+273.4%
+255.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.0% | +6.5% |
| 7D | +14.6% | -2.4% | +17.0% | +15.1% |
| 30D | +6.2% | -15.8% | +22.0% | +9.2% |
| 3M | +3.6% | -0.6% | +4.2% | +3.1% |
| 6M | +130.8% | +10.7% | +120.1% | +124.8% |
| YTD | +195.8% | +7.6% | +188.1% | +188.1% |
| 1Y | +225.0% | -7.8% | +232.8% | +225.3% |
| 3Y | +452.3% | +63.7% | +388.6% | +397.0% |
| 5Y | +303.6% | +112.3% | +191.3% | +241.8% |
| 10Y | +528.8% | +286.7% | +242.1% | +366.0% |
| All | +528.8% | +273.4% | +255.4% | +366.0% |
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