+10.9%
MO vs PH
+24.6%
-13.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.0% |
| 7D | -1.0% | -3.1% | +2.1% | -1.6% |
| 30D | +5.8% | -11.8% | +17.6% | +3.4% |
| 3M | -4.5% | +6.9% | -11.5% | -2.9% |
| 6M | +5.7% | -1.3% | +7.0% | +6.4% |
| YTD | +23.1% | +7.0% | +16.2% | +25.2% |
| 1Y | +10.9% | +23.1% | -12.2% | +14.7% |
| All | +10.9% | +24.6% | -13.7% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling