+109.2%
MO vs PENG
+735.0%
-625.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | +0.4% | +34.6% | -34.2% | +0.2% |
| 30D | +8.9% | -35.9% | +44.8% | +9.2% |
| 3M | +23.0% | -14.7% | +37.7% | +22.9% |
| 6M | +15.0% | +13.5% | +1.4% | +13.6% |
| YTD | +41.7% | +156.1% | -114.5% | +36.6% |
| 1Y | +43.3% | +141.3% | -98.0% | +38.3% |
| 3Y | +143.2% | +223.4% | -80.3% | +127.7% |
| 5Y | +154.7% | +67.4% | +87.3% | +141.7% |
| All | +109.2% | +735.0% | -625.8% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling