+145.5%
MO vs PBF
+80.0%
+65.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.9% |
| 7D | +3.3% | +6.5% | -3.1% | +3.4% |
| 30D | +7.5% | -20.0% | +27.5% | +7.3% |
| 3M | +22.8% | -3.3% | +26.1% | +22.8% |
| 6M | +13.4% | +76.8% | -63.5% | +12.8% |
| YTD | +43.0% | +168.9% | -126.0% | +42.0% |
| 1Y | +45.2% | +96.4% | -51.1% | +44.3% |
| 3Y | +145.5% | +77.2% | +68.3% | +142.2% |
| All | +145.5% | +80.0% | +65.5% | +142.2% |
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