+122.7%
MO vs PR
+169.5%
-46.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +0.3% | +2.9% | -2.6% | +0.2% |
| 30D | +0.6% | +18.0% | -17.4% | 0.0% |
| 3M | -1.0% | +16.9% | -17.8% | -1.6% |
| 6M | +4.3% | +28.2% | -23.9% | +3.3% |
| YTD | +23.3% | +69.3% | -46.1% | +20.9% |
| 1Y | +10.5% | +69.5% | -59.0% | +8.2% |
| 3Y | +96.3% | +81.7% | +14.6% | +90.8% |
| 5Y | +98.9% | +422.2% | -323.4% | +85.0% |
| 10Y | +103.6% | +110.4% | -6.8% | +101.6% |
| All | +122.7% | +169.5% | -46.8% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling