+576.6%
SPMO vs PFGC
+345.4%
+231.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | +3.4% | -2.4% | +5.8% | +3.8% |
| 30D | +0.5% | -15.8% | +16.3% | +3.3% |
| 3M | +1.9% | -0.6% | +2.5% | +1.7% |
| 6M | +27.8% | +10.7% | +17.1% | +25.1% |
| YTD | +26.7% | +7.6% | +19.0% | +24.2% |
| 1Y | +28.9% | -7.8% | +36.7% | +29.6% |
| 3Y | +160.7% | +63.7% | +97.0% | +137.4% |
| 5Y | +150.2% | +112.3% | +37.9% | +116.3% |
| 10Y | +517.5% | +286.7% | +230.8% | +400.8% |
| All | +576.6% | +345.4% | +231.2% | +448.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PFGC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling