+573.2%
SPMO vs PFG
+254.1%
+319.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | +2.0% | +5.5% | -3.5% | +0.2% |
| 30D | -0.4% | +2.4% | -2.7% | -1.2% |
| 3M | -1.9% | +13.6% | -15.5% | -6.3% |
| 6M | +25.0% | +27.9% | -2.8% | +14.8% |
| YTD | +26.0% | +35.6% | -9.5% | +13.3% |
| 1Y | +28.7% | +48.5% | -19.8% | +12.1% |
| 3Y | +160.9% | +66.9% | +94.0% | +117.1% |
| 5Y | +147.9% | +111.0% | +37.0% | +90.0% |
| 10Y | +518.9% | +244.5% | +274.4% | +293.1% |
| All | +573.2% | +254.1% | +319.2% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling