+769.0%
SIMO vs PFGC
+485.3%
+283.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +0.9% | +1.5% | -0.6% | +0.7% |
| 30D | -25.4% | +17.4% | -42.8% | -27.8% |
| 3M | -17.8% | -2.4% | -15.3% | -17.9% |
| 6M | -29.6% | +18.2% | -47.8% | -32.4% |
| YTD | +100.3% | +23.7% | +76.6% | +89.5% |
| 1Y | +100.4% | +15.0% | +85.4% | +92.1% |
| 3Y | +246.1% | +82.3% | +163.7% | +203.6% |
| 5Y | +189.8% | +131.9% | +57.9% | +139.9% |
| 10Y | +434.6% | +353.0% | +81.6% | +266.2% |
| All | +769.0% | +485.3% | +283.7% | +456.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling