+45.2%
MO vs PENG
+130.4%
-85.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +0.5% |
| 7D | +3.3% | +13.2% | -9.9% | +4.5% |
| 30D | +7.5% | -29.9% | +37.5% | +4.9% |
| 3M | +22.8% | -22.2% | +45.0% | +21.7% |
| 6M | +13.4% | -1.9% | +15.2% | +15.8% |
| YTD | +43.0% | +142.1% | -99.1% | +52.9% |
| 1Y | +45.2% | +151.5% | -106.3% | +55.0% |
| All | +45.2% | +130.4% | -85.1% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling