+157.1%
SPMO vs PFGC
+58.8%
+98.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.9% | -4.8% | +3.8% | +0.3% |
| 30D | -1.9% | -12.5% | +10.6% | +1.4% |
| 3M | -1.4% | -9.7% | +8.4% | +0.4% |
| 6M | +25.5% | +7.0% | +18.5% | +21.0% |
| YTD | +24.8% | +4.5% | +20.4% | +20.5% |
| 1Y | +24.5% | -11.6% | +36.1% | +27.2% |
| 3Y | +157.1% | +58.5% | +98.6% | +116.6% |
| All | +157.1% | +58.8% | +98.3% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling