+152.8%
SPMO vs PFG
+107.2%
+45.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +2.7% | +3.2% | -0.5% | +1.3% |
| 30D | +1.1% | +0.9% | +0.1% | +0.5% |
| 3M | +2.0% | +7.7% | -5.7% | -1.6% |
| 6M | +26.5% | +29.0% | -2.4% | +12.7% |
| YTD | +26.5% | +32.5% | -5.9% | +11.0% |
| 1Y | +27.9% | +47.3% | -19.4% | +6.8% |
| 3Y | +160.4% | +68.2% | +92.1% | +102.0% |
| All | +152.8% | +107.2% | +45.6% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling