+14,639.2%
MO vs PNR
+3,485.2%
+11,154.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -2.4% | -3.9% | +1.5% | -1.8% |
| 30D | +3.6% | -13.8% | +17.4% | +6.1% |
| 3M | -3.7% | -22.5% | +18.8% | +0.1% |
| 6M | +4.5% | -37.2% | +41.7% | +12.1% |
| YTD | +21.5% | -44.2% | +65.7% | +32.7% |
| 1Y | +9.5% | -46.6% | +56.2% | +20.4% |
| 3Y | +93.6% | -12.5% | +106.1% | +92.2% |
| 5Y | +97.5% | -19.3% | +116.8% | +96.1% |
| 10Y | +111.2% | +67.5% | +43.7% | +80.4% |
| All | +14,639.2% | +3,485.2% | +11,154.0% | +8,017.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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