+94.4%
MO vs PWR
+206.3%
-111.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.4% | -0.9% |
| 7D | -2.0% | +4.5% | -6.5% | -1.7% |
| 30D | -0.3% | -4.9% | +4.6% | -0.6% |
| 3M | -2.9% | -7.9% | +4.9% | -2.4% |
| 6M | +5.8% | +18.3% | -12.6% | +7.2% |
| YTD | +22.0% | +51.5% | -29.5% | +25.3% |
| 1Y | +10.7% | +70.3% | -59.6% | +14.3% |
| 3Y | +94.4% | +210.6% | -116.2% | +94.3% |
| All | +94.4% | +206.3% | -111.9% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling