+8,149.5%
MO vs PAAS
+1,002.0%
+7,147.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.5% |
| 7D | -1.8% | +8.8% | -10.6% | -2.0% |
| 30D | +5.8% | -8.5% | +14.2% | +6.0% |
| 3M | +12.7% | -17.0% | +29.7% | +13.2% |
| 6M | +14.8% | -27.9% | +42.6% | +15.6% |
| YTD | +37.8% | -17.5% | +55.3% | +37.8% |
| 1Y | +39.5% | +22.8% | +16.6% | +37.5% |
| 3Y | +136.1% | +224.2% | -88.2% | +123.2% |
| 5Y | +148.5% | +73.6% | +74.9% | +138.5% |
| 10Y | +135.5% | +186.4% | -50.8% | +118.7% |
| All | +8,149.5% | +1,002.0% | +7,147.5% | +7,334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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