+54.7%
PFE vs SPMO
+504.7%
-450.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -1.0% |
| 7D | -3.0% | +1.8% | -4.8% | -3.7% |
| 30D | +5.2% | -10.0% | +15.2% | +8.8% |
| 3M | +12.2% | -9.4% | +21.6% | +15.5% |
| 6M | +17.8% | -7.7% | +25.5% | +19.0% |
| YTD | +26.2% | +13.3% | +12.9% | +16.9% |
| 1Y | +23.2% | +12.7% | +10.5% | +14.3% |
| 3Y | +21.3% | +127.5% | -106.2% | -20.4% |
| 5Y | -23.1% | +119.7% | -142.8% | -49.3% |
| 10Y | +50.7% | +469.5% | -418.8% | -31.7% |
| All | +54.7% | +504.7% | -450.0% | -31.1% |
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