+419.3%
SIMO vs PFGC
+65.1%
+354.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.8% |
| 7D | +4.2% | -2.2% | +6.4% | +4.6% |
| 30D | +4.1% | -11.9% | +16.0% | +6.0% |
| 3M | -12.9% | +5.0% | -17.9% | -15.3% |
| 6M | +110.3% | +8.6% | +101.7% | +102.1% |
| YTD | +178.6% | +9.7% | +168.9% | +163.6% |
| 1Y | +220.0% | -6.3% | +226.3% | +221.9% |
| All | +419.3% | +65.1% | +354.2% | +323.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling