+100.1%
MO vs PEG
+35.4%
+64.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | +5.8% | -2.8% | +8.5% | +6.6% |
| 3M | -4.5% | -6.9% | +2.4% | -2.6% |
| 6M | +5.7% | -11.4% | +17.1% | +9.1% |
| YTD | +23.1% | -7.4% | +30.5% | +25.5% |
| 1Y | +10.9% | -8.3% | +19.2% | +13.2% |
| 3Y | +96.1% | +31.5% | +64.6% | +75.3% |
| 5Y | +100.1% | +38.0% | +62.1% | +73.3% |
| All | +100.1% | +35.4% | +64.7% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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