+145.5%
MO vs PCAR
+35.4%
+110.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +3.3% | +4.9% | -1.6% | +3.3% |
| 30D | +7.5% | -1.4% | +9.0% | +7.5% |
| 3M | +22.8% | -18.1% | +40.9% | +22.6% |
| 6M | +13.4% | -4.0% | +17.4% | +13.4% |
| YTD | +43.0% | -1.5% | +44.5% | +42.8% |
| 1Y | +45.2% | +13.2% | +32.0% | +44.6% |
| 3Y | +145.5% | +35.8% | +109.7% | +143.0% |
| All | +145.5% | +35.4% | +110.1% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling