+517.6%
SPMO vs PPG
+26.9%
+490.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.9% | -6.2% | +5.3% | +1.4% |
| 30D | -1.9% | -7.9% | +6.0% | +1.1% |
| 3M | -1.4% | -10.2% | +8.9% | +2.2% |
| 6M | +25.5% | +2.7% | +22.8% | +23.1% |
| YTD | +24.8% | +4.9% | +20.0% | +20.8% |
| 1Y | +24.5% | -3.2% | +27.7% | +23.9% |
| 3Y | +157.1% | -17.0% | +174.1% | +166.8% |
| 5Y | +149.5% | -23.3% | +172.8% | +161.1% |
| All | +517.6% | +26.9% | +490.7% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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