+148.0%
MO vs PCAR
+101.4%
+46.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +9.7% | -4.6% | +14.3% | +10.3% |
| 3M | +14.1% | -22.6% | +36.7% | +17.1% |
| 6M | +11.9% | -12.0% | +23.8% | +13.1% |
| YTD | +38.4% | -6.1% | +44.5% | +38.4% |
| 1Y | +41.9% | +6.3% | +35.6% | +39.4% |
| 3Y | +134.5% | +31.8% | +102.7% | +113.6% |
| All | +148.0% | +101.4% | +46.6% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling