+517.6%
SPMO vs PNR
+66.2%
+451.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.9% | -6.0% | +5.1% | +1.3% |
| 30D | -1.9% | -14.0% | +12.1% | +3.5% |
| 3M | -1.4% | -21.7% | +20.3% | +6.8% |
| 6M | +25.5% | -37.3% | +62.8% | +47.3% |
| YTD | +24.8% | -45.1% | +70.0% | +53.4% |
| 1Y | +24.5% | -49.1% | +73.6% | +57.4% |
| 3Y | +157.1% | -14.8% | +172.0% | +162.1% |
| 5Y | +149.5% | -21.0% | +170.5% | +156.3% |
| All | +517.6% | +66.2% | +451.4% | +361.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling