+145.5%
MO vs PPL
+55.5%
+90.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | +3.3% | -0.4% | +3.7% | +3.5% |
| 30D | +7.5% | +2.6% | +4.9% | +6.4% |
| 3M | +22.8% | +0.8% | +22.0% | +22.3% |
| 6M | +13.4% | +1.4% | +11.9% | +12.6% |
| YTD | +43.0% | +4.3% | +38.7% | +39.8% |
| 1Y | +45.2% | +0.8% | +44.5% | +43.9% |
| 3Y | +145.5% | +57.9% | +87.6% | +108.1% |
| All | +145.5% | +55.5% | +90.0% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling