+110.3%
MO vs PWR
+2,415.0%
-2,304.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +5.8% | -7.7% | +13.5% | +6.7% |
| 3M | -4.5% | -4.9% | +0.4% | -4.6% |
| 6M | +5.7% | +9.7% | -4.0% | +3.0% |
| YTD | +23.1% | +46.7% | -23.6% | +14.4% |
| 1Y | +10.9% | +58.7% | -47.8% | +1.3% |
| 3Y | +96.1% | +200.7% | -104.6% | +52.1% |
| 5Y | +100.1% | +438.6% | -338.5% | +30.7% |
| All | +110.3% | +2,415.0% | -2,304.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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