+155.7%
MO vs PH
+700.2%
-544.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +3.3% | +4.3% | -1.0% | +2.4% |
| 30D | +7.5% | +0.1% | +7.4% | +7.3% |
| 3M | +22.8% | -9.4% | +32.1% | +24.9% |
| 6M | +13.4% | +8.8% | +4.6% | +10.5% |
| YTD | +43.0% | +9.6% | +33.4% | +38.2% |
| 1Y | +45.2% | +14.4% | +30.8% | +38.9% |
| 3Y | +145.5% | +134.5% | +11.0% | +88.9% |
| 5Y | +157.1% | +204.4% | -47.4% | +79.0% |
| All | +155.7% | +700.2% | -544.5% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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