+80.1%
MO vs PENG
+755.0%
-674.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -2.0% | +7.8% | -9.8% | -2.1% |
| 30D | -0.3% | -12.2% | +11.9% | -0.1% |
| 3M | -2.9% | -20.6% | +17.7% | -2.8% |
| 6M | +5.8% | +180.9% | -175.2% | +2.0% |
| YTD | +22.0% | +162.3% | -140.3% | +17.8% |
| 1Y | +10.7% | +107.3% | -96.6% | +7.4% |
| 3Y | +94.4% | +110.8% | -16.4% | +85.1% |
| 5Y | +97.2% | +117.8% | -20.7% | +84.5% |
| All | +80.1% | +755.0% | -674.9% | +64.4% |
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