+102.7%
MO vs PBR
+552.2%
-449.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +0.1% | +5.4% | -5.2% | -0.3% |
| 30D | +7.1% | +22.9% | -15.7% | +5.3% |
| 3M | -2.0% | +19.6% | -21.6% | -3.6% |
| 6M | +7.3% | +16.5% | -9.2% | +5.7% |
| YTD | +23.5% | +86.7% | -63.2% | +16.5% |
| 1Y | +11.0% | +74.7% | -63.7% | +5.3% |
| 3Y | +95.0% | +102.6% | -7.6% | +80.7% |
| All | +102.7% | +552.2% | -449.4% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling