+16,689.9%
MO vs PCAR
+12,524.9%
+4,165.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +9.7% | -4.6% | +14.3% | +10.6% |
| 3M | +14.1% | -22.6% | +36.7% | +19.2% |
| 6M | +11.9% | -12.0% | +23.8% | +14.0% |
| YTD | +38.4% | -6.1% | +44.5% | +39.0% |
| 1Y | +41.9% | +6.3% | +35.6% | +39.3% |
| 3Y | +134.5% | +31.8% | +102.7% | +118.1% |
| 5Y | +147.3% | +104.2% | +43.1% | +110.9% |
| 10Y | +135.2% | +302.9% | -167.7% | +76.8% |
| All | +16,689.9% | +12,524.9% | +4,165.1% | +5,840.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling