+563.4%
SPMO vs PNR
+77.8%
+485.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.4% |
| 7D | +0.1% | -5.5% | +5.6% | +2.0% |
| 30D | -0.7% | -15.6% | +14.9% | +5.0% |
| 3M | +2.8% | -20.2% | +23.0% | +10.0% |
| 6M | +24.4% | -36.6% | +61.0% | +43.9% |
| YTD | +24.2% | -45.0% | +69.2% | +50.3% |
| 1Y | +24.5% | -47.4% | +71.9% | +53.0% |
| 3Y | +155.6% | -13.7% | +169.3% | +160.0% |
| 5Y | +148.2% | -20.8% | +169.0% | +154.3% |
| 10Y | +514.8% | +65.2% | +449.6% | +372.4% |
| All | +563.4% | +77.8% | +485.6% | +402.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling