-21.4%
PFE vs SPMO
+149.2%
-170.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.3% | +2.7% | -7.0% | -4.8% |
| 30D | +2.7% | +1.1% | +1.6% | +2.4% |
| 3M | +10.0% | +2.0% | +7.9% | +8.9% |
| 6M | +7.2% | +26.5% | -19.4% | 0.0% |
| YTD | +17.3% | +26.5% | -9.2% | +9.4% |
| 1Y | +20.3% | +27.9% | -7.6% | +11.7% |
| 3Y | -1.6% | +160.4% | -162.0% | -30.2% |
| 5Y | -21.4% | +151.5% | -172.9% | -47.9% |
| All | -21.4% | +149.2% | -170.6% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling