+1,261.7%
PBR vs SPMO
+575.0%
+686.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +0.3% | +2.7% | -2.4% | -1.7% |
| 30D | +17.5% | +1.1% | +16.5% | +16.4% |
| 3M | +20.9% | +2.0% | +18.8% | +16.5% |
| 6M | +20.2% | +26.5% | -6.3% | -4.8% |
| YTD | +84.3% | +26.5% | +57.8% | +45.5% |
| 1Y | +77.1% | +27.9% | +49.2% | +37.8% |
| 3Y | +100.8% | +160.4% | -59.6% | -24.1% |
| 5Y | +556.1% | +151.5% | +404.6% | +154.3% |
| 10Y | +676.1% | +526.3% | +149.7% | +48.5% |
| All | +1,261.7% | +575.0% | +686.6% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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