+134.5%
MO vs PENG
+184.4%
-49.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.4% | -14.3% | -1.0% |
| 7D | -2.4% | -19.4% | +17.0% | -3.6% |
| 30D | +9.7% | -42.4% | +52.1% | +6.3% |
| 3M | +14.1% | -25.6% | +39.8% | +13.0% |
| 6M | +11.9% | +7.3% | +4.6% | +14.2% |
| YTD | +38.4% | +113.9% | -75.4% | +46.6% |
| 1Y | +41.9% | +93.6% | -51.7% | +49.6% |
| 3Y | +134.5% | +170.2% | -35.7% | +150.3% |
| All | +134.5% | +184.4% | -49.9% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling