+91.9%
MO vs PBF
+55.5%
+36.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | +3.6% | +15.8% | -12.3% | +3.7% |
| 3M | -3.7% | +90.3% | -94.0% | -4.1% |
| 6M | +4.5% | +102.8% | -98.3% | +4.1% |
| YTD | +21.5% | +187.3% | -165.8% | +20.7% |
| 1Y | +9.5% | +161.8% | -152.3% | +8.9% |
| All | +91.9% | +55.5% | +36.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling