+667.7%
SIMO vs PFGC
+465.8%
+201.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +4.5% |
| 7D | -22.0% | +8.5% | -30.5% | -23.4% |
| 30D | -43.0% | +15.0% | -58.0% | -44.7% |
| 3M | -39.1% | -6.2% | -33.0% | -38.9% |
| 6M | -33.3% | +15.7% | -49.0% | -35.8% |
| YTD | +77.0% | +19.6% | +57.4% | +68.3% |
| 1Y | +73.0% | +13.2% | +59.8% | +66.1% |
| 3Y | +215.7% | +77.0% | +138.8% | +178.2% |
| 5Y | +155.6% | +121.5% | +34.2% | +113.0% |
| 10Y | +388.4% | +354.5% | +33.8% | +232.8% |
| All | +667.7% | +465.8% | +201.9% | +394.0% |
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 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