+48.8%
PFE vs SPMO
+460.5%
-411.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -1.7% | +6.3% | -8.1% | -3.9% |
| 30D | +0.3% | -8.9% | +9.2% | +3.3% |
| 3M | +9.4% | -13.2% | +22.6% | +14.5% |
| 6M | +14.9% | -9.3% | +24.2% | +16.8% |
| YTD | +23.8% | +11.6% | +12.2% | +15.0% |
| 1Y | +19.5% | +13.4% | +6.1% | +10.2% |
| 3Y | +21.0% | +122.9% | -101.9% | -21.0% |
| 5Y | -23.9% | +113.9% | -137.8% | -49.9% |
| All | +48.8% | +460.5% | -411.7% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling