+1,108.5%
SIMO vs PFGC
+419.1%
+689.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -12.9% | +5.0% | -17.9% | -14.2% |
| 6M | +110.3% | +8.6% | +101.7% | +105.6% |
| YTD | +178.6% | +9.7% | +168.9% | +170.4% |
| 1Y | +220.0% | -6.3% | +226.3% | +219.5% |
| 3Y | +409.0% | +58.2% | +350.8% | +359.7% |
| 5Y | +277.3% | +110.4% | +166.9% | +218.6% |
| 10Y | +506.6% | +272.8% | +233.9% | +334.5% |
| All | +1,108.5% | +419.1% | +689.4% | +693.8% |
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 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