+110.9%
MO vs PBR
+697.0%
-586.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.1% | +5.4% | -5.2% | -0.5% |
| 30D | +7.1% | +22.9% | -15.7% | +4.3% |
| 3M | -2.0% | +19.6% | -21.6% | -4.4% |
| 6M | +7.3% | +16.5% | -9.2% | +4.9% |
| YTD | +23.5% | +86.7% | -63.2% | +13.3% |
| 1Y | +11.0% | +74.7% | -63.7% | +2.6% |
| 3Y | +95.0% | +102.6% | -7.6% | +74.6% |
| 5Y | +100.6% | +566.6% | -466.0% | +47.9% |
| All | +110.9% | +697.0% | -586.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling