+114.4%
SPMO vs PFGC
+138.1%
-23.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +6.3% | +3.4% | +2.9% | +5.4% |
| 30D | -8.9% | +16.9% | -25.8% | -12.9% |
| 3M | -13.2% | +6.4% | -19.6% | -15.0% |
| 6M | -9.3% | +16.0% | -25.3% | -14.0% |
| YTD | +11.6% | +23.6% | -12.1% | +3.0% |
| 1Y | +13.4% | +16.6% | -3.2% | +6.5% |
| 3Y | +122.9% | +82.3% | +40.6% | +79.8% |
| All | +114.4% | +138.1% | -23.8% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling