+148.0%
MO vs PR
+225.0%
-77.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.0% |
| 7D | -2.4% | -16.4% | +14.0% | -1.3% |
| 30D | +9.7% | -1.9% | +11.6% | +9.8% |
| 3M | +14.1% | +8.0% | +6.2% | +13.3% |
| 6M | +11.9% | +4.1% | +7.8% | +11.2% |
| YTD | +38.4% | +58.7% | -20.3% | +33.6% |
| 1Y | +41.9% | +75.8% | -33.9% | +36.0% |
| 3Y | +134.5% | +73.2% | +61.3% | +121.6% |
| All | +148.0% | +225.0% | -77.0% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling