+14,854.2%
MO vs PCAR
+15,337.6%
-483.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +0.6% | -6.2% | +6.9% | +1.7% |
| 3M | -1.0% | +5.9% | -6.9% | -2.2% |
| 6M | +4.3% | +0.4% | +3.9% | +3.8% |
| YTD | +23.3% | +14.8% | +8.5% | +19.6% |
| 1Y | +10.5% | +30.1% | -19.6% | +4.6% |
| 3Y | +96.3% | +66.7% | +29.6% | +75.2% |
| 5Y | +98.9% | +166.1% | -67.2% | +61.9% |
| 10Y | +103.6% | +353.7% | -250.1% | +49.8% |
| All | +14,854.2% | +15,337.6% | -483.4% | +5,012.4% |
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