+148.2%
SPMO vs PEG
+35.4%
+112.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -0.7% | -2.8% | +2.1% | +0.2% |
| 3M | +2.8% | -6.9% | +9.8% | +5.0% |
| 6M | +24.4% | -11.4% | +35.8% | +29.0% |
| YTD | +24.2% | -7.4% | +31.6% | +26.5% |
| 1Y | +24.5% | -8.3% | +32.8% | +27.0% |
| 3Y | +155.6% | +31.5% | +124.0% | +127.9% |
| 5Y | +148.2% | +38.0% | +110.2% | +117.2% |
| All | +148.2% | +35.4% | +112.8% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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