+103.0%
MO vs PPL
+55.2%
+47.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.0% | +1.8% | -3.8% | -2.8% |
| 30D | -0.3% | -1.1% | +0.8% | +0.2% |
| 3M | -2.9% | 0.0% | -3.0% | -3.0% |
| 6M | +5.8% | -7.6% | +13.4% | +9.2% |
| YTD | +22.0% | +1.7% | +20.3% | +20.6% |
| 1Y | +10.7% | +1.5% | +9.2% | +9.3% |
| 3Y | +94.4% | +55.3% | +39.1% | +58.1% |
| 5Y | +97.2% | +37.7% | +59.5% | +67.3% |
| 10Y | +103.0% | +54.0% | +49.0% | +55.3% |
| All | +103.0% | +55.2% | +47.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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