+154.7%
MO vs PCOR
-12.9%
+167.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +0.4% | +2.2% | -1.7% | +0.5% |
| 30D | +8.9% | +37.4% | -28.6% | +9.3% |
| 3M | +23.0% | +33.2% | -10.2% | +23.3% |
| 6M | +15.0% | +60.6% | -45.6% | +15.5% |
| YTD | +41.7% | +6.2% | +35.5% | +42.2% |
| 1Y | +43.3% | -1.1% | +44.4% | +43.8% |
| 3Y | +143.2% | +48.4% | +94.8% | +142.7% |
| 5Y | +154.7% | -13.1% | +167.8% | +142.8% |
| All | +154.7% | -12.9% | +167.6% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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