+149.3%
MO vs PCAR
+290.1%
-140.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.8% |
| 7D | -0.8% | +2.2% | -3.0% | -1.3% |
| 30D | +8.0% | +0.3% | +7.7% | +7.9% |
| 3M | +20.9% | -17.9% | +38.8% | +26.7% |
| 6M | +16.3% | -3.4% | +19.7% | +16.6% |
| YTD | +40.7% | -0.1% | +40.8% | +38.9% |
| 1Y | +41.5% | +13.4% | +28.0% | +34.6% |
| 3Y | +141.5% | +37.2% | +104.3% | +108.7% |
| 5Y | +153.1% | +117.3% | +35.7% | +81.3% |
| 10Y | +149.3% | +295.0% | -145.7% | +51.1% |
| All | +149.3% | +290.1% | -140.8% | +51.1% |
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