+3,550.9%
MO vs PWR
+8,583.6%
-5,032.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +0.3% | +3.6% | -3.3% | +0.1% |
| 30D | +0.6% | -8.6% | +9.2% | +1.3% |
| 3M | -1.0% | -13.2% | +12.2% | -0.4% |
| 6M | +4.3% | +9.9% | -5.5% | +2.9% |
| YTD | +23.3% | +48.0% | -24.8% | +18.5% |
| 1Y | +10.5% | +66.2% | -55.7% | +4.9% |
| 3Y | +96.3% | +195.1% | -98.8% | +75.2% |
| 5Y | +98.9% | +442.6% | -343.7% | +67.0% |
| 10Y | +103.6% | +2,334.2% | -2,230.6% | +49.5% |
| All | +3,550.9% | +8,583.6% | -5,032.7% | +2,252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling