+149.3%
MO vs PWR
+1,887.5%
-1,738.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.9% |
| 7D | -0.8% | +4.7% | -5.5% | -1.5% |
| 30D | +8.0% | -12.5% | +20.5% | +9.2% |
| 3M | +20.9% | -9.3% | +30.2% | +21.5% |
| 6M | +16.3% | -22.2% | +38.5% | +19.0% |
| YTD | +40.7% | +44.2% | -3.4% | +30.1% |
| 1Y | +41.5% | +35.5% | +5.9% | +31.9% |
| 3Y | +141.5% | +250.4% | -108.9% | +78.7% |
| 5Y | +153.1% | +425.6% | -272.5% | +64.2% |
| 10Y | +149.3% | +1,874.2% | -1,724.9% | +4.8% |
| All | +149.3% | +1,887.5% | -1,738.2% | +4.8% |
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