+156.7%
SIMO vs PFGC
+121.6%
+35.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +4.5% |
| 7D | -22.0% | +8.5% | -30.5% | -23.3% |
| 30D | -43.0% | +15.0% | -58.0% | -44.7% |
| 3M | -39.1% | -6.2% | -33.0% | -38.5% |
| 6M | -33.3% | +15.7% | -49.0% | -36.3% |
| YTD | +77.0% | +19.6% | +57.4% | +65.7% |
| 1Y | +73.0% | +13.2% | +59.8% | +64.4% |
| 3Y | +215.7% | +77.0% | +138.8% | +162.9% |
| All | +156.7% | +121.6% | +35.1% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling