+250.3%
PH vs SPMO
+145.0%
+105.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | 0.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -11.8% | -0.7% | -11.1% | -11.4% |
| 3M | +6.9% | +2.8% | +4.1% | +2.3% |
| 6M | -1.3% | +24.4% | -25.7% | -23.1% |
| YTD | +7.0% | +24.2% | -17.2% | -16.6% |
| 1Y | +23.1% | +24.5% | -1.4% | -4.7% |
| 3Y | +135.4% | +155.6% | -20.2% | -16.1% |
| 5Y | +250.3% | +148.2% | +102.2% | +28.0% |
| All | +250.3% | +145.0% | +105.4% | +28.0% |
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