+301.0%
PM vs SPMO
+495.2%
-194.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.7% |
| 7D | +0.5% | +6.3% | -5.8% | -1.5% |
| 30D | -3.2% | -8.9% | +5.6% | -0.5% |
| 3M | +6.2% | -13.2% | +19.4% | +10.7% |
| 6M | +7.7% | -9.3% | +16.9% | +8.9% |
| YTD | +27.3% | +11.6% | +15.7% | +18.0% |
| 1Y | +32.8% | +13.4% | +19.4% | +22.1% |
| 3Y | +150.0% | +122.9% | +27.1% | +62.0% |
| 5Y | +164.2% | +113.9% | +50.3% | +73.0% |
| 10Y | +265.7% | +460.5% | -194.8% | +53.1% |
| All | +301.0% | +495.2% | -194.3% | +65.2% |
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