+106.2%
MO vs PCOR
-30.9%
+137.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.9% |
| 7D | +0.3% | -9.0% | +9.3% | +0.3% |
| 30D | +0.6% | +4.2% | -3.5% | +0.7% |
| 3M | -1.0% | +14.4% | -15.4% | -0.9% |
| 6M | +4.3% | +0.2% | +4.2% | +4.4% |
| YTD | +23.3% | -20.3% | +43.5% | +23.4% |
| 1Y | +10.5% | -16.1% | +26.6% | +10.6% |
| 3Y | +96.3% | -14.7% | +111.0% | +95.6% |
| 5Y | +98.9% | -43.2% | +142.0% | +96.2% |
| All | +106.2% | -30.9% | +137.1% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling