+146.1%
MO vs PCAR
+291.3%
-145.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.8% | +3.5% | -4.2% | -1.6% |
| 30D | +6.5% | -2.3% | +8.8% | +7.1% |
| 3M | +18.3% | -19.3% | +37.7% | +24.6% |
| 6M | +15.6% | -7.1% | +22.7% | +17.0% |
| YTD | +38.8% | -2.8% | +41.6% | +37.9% |
| 1Y | +41.6% | +9.3% | +32.3% | +36.1% |
| 3Y | +138.2% | +33.5% | +104.7% | +107.2% |
| 5Y | +150.5% | +112.6% | +37.9% | +80.3% |
| 10Y | +146.1% | +276.9% | -130.9% | +49.6% |
| All | +146.1% | +291.3% | -145.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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