+16,689.9%
MO vs PPL
+2,158.2%
+14,531.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -2.4% | +0.4% | -2.9% | -2.6% |
| 30D | +9.7% | +5.4% | +4.3% | +7.9% |
| 3M | +14.1% | +4.3% | +9.9% | +12.6% |
| 6M | +11.9% | -1.3% | +13.2% | +12.3% |
| YTD | +38.4% | +4.7% | +33.7% | +36.0% |
| 1Y | +41.9% | +1.3% | +40.6% | +40.8% |
| 3Y | +134.5% | +57.2% | +77.3% | +100.9% |
| 5Y | +147.3% | +48.2% | +99.0% | +114.0% |
| 10Y | +135.2% | +62.7% | +72.5% | +93.3% |
| All | +16,689.9% | +2,158.2% | +14,531.7% | +5,680.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling