+148.2%
SPMO vs PFGC
+105.5%
+42.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +0.1% | -4.8% | +4.9% | +1.4% |
| 30D | -0.7% | -17.2% | +16.5% | +4.3% |
| 3M | +2.8% | -6.3% | +9.2% | +4.0% |
| 6M | +24.4% | +8.8% | +15.6% | +20.1% |
| YTD | +24.2% | +4.9% | +19.3% | +20.5% |
| 1Y | +24.5% | -9.5% | +34.0% | +26.1% |
| 3Y | +155.6% | +59.6% | +96.0% | +116.5% |
| 5Y | +148.2% | +113.5% | +34.7% | +88.2% |
| All | +148.2% | +105.5% | +42.7% | +88.2% |
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