+97.5%
MO vs PBF
+778.8%
-681.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | -3.7% | +90.3% | -94.0% | -5.3% |
| 6M | +4.5% | +102.8% | -98.3% | +2.5% |
| YTD | +21.5% | +187.3% | -165.8% | +17.9% |
| 1Y | +9.5% | +161.8% | -152.3% | +6.4% |
| 3Y | +93.6% | +55.5% | +38.1% | +90.6% |
| All | +97.5% | +778.8% | -681.3% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling