+563.4%
SPMO vs PPG
+33.3%
+530.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.1% |
| 7D | +0.1% | -5.1% | +5.2% | +2.0% |
| 30D | -0.7% | -9.6% | +8.9% | +2.9% |
| 3M | +2.8% | -6.4% | +9.3% | +4.9% |
| 6M | +24.4% | +0.5% | +23.9% | +23.1% |
| YTD | +24.2% | +4.4% | +19.7% | +20.6% |
| 1Y | +24.5% | -0.9% | +25.4% | +22.8% |
| 3Y | +155.6% | -17.0% | +172.5% | +164.7% |
| 5Y | +148.2% | -23.7% | +171.8% | +159.5% |
| 10Y | +514.8% | +25.9% | +488.9% | +418.1% |
| All | +563.4% | +33.3% | +530.1% | +445.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling