+14,854.2%
MO vs PH
+25,185.5%
-10,331.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | -3.1% | +3.4% | +1.0% |
| 30D | +0.6% | -3.2% | +3.9% | +1.2% |
| 3M | -1.0% | +10.6% | -11.6% | -3.3% |
| 6M | +4.3% | -2.1% | +6.5% | +4.1% |
| YTD | +23.3% | +10.2% | +13.1% | +19.7% |
| 1Y | +10.5% | +28.2% | -17.8% | +3.6% |
| 3Y | +96.3% | +134.9% | -38.6% | +57.9% |
| 5Y | +98.9% | +253.6% | -154.8% | +43.8% |
| 10Y | +103.6% | +804.7% | -701.1% | +15.8% |
| All | +14,854.2% | +25,185.5% | -10,331.4% | +3,530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling