+563.4%
SPMO vs PNC
+285.4%
+278.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -0.7% | -4.4% | +3.7% | +0.8% |
| 3M | +2.8% | +5.3% | -2.4% | +0.8% |
| 6M | +24.4% | +19.6% | +4.9% | +16.5% |
| YTD | +24.2% | +19.1% | +5.0% | +16.2% |
| 1Y | +24.5% | +24.3% | +0.2% | +14.5% |
| 3Y | +155.6% | +132.2% | +23.4% | +87.1% |
| 5Y | +148.2% | +52.3% | +95.9% | +107.0% |
| 10Y | +514.8% | +274.8% | +240.0% | +294.6% |
| All | +563.4% | +285.4% | +278.0% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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