+517.6%
SPMO vs PFG
+251.1%
+266.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.9% | +2.9% | -4.8% | -3.0% |
| 3M | -1.4% | +6.7% | -8.1% | -4.0% |
| 6M | +25.5% | +33.8% | -8.3% | +12.6% |
| YTD | +24.8% | +35.0% | -10.1% | +11.4% |
| 1Y | +24.5% | +46.4% | -21.9% | +7.8% |
| 3Y | +157.1% | +71.6% | +85.5% | +108.6% |
| 5Y | +149.5% | +113.7% | +35.8% | +85.6% |
| All | +517.6% | +251.1% | +266.5% | +279.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling