-5.5%
PEP vs MO
+142.7%
-148.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.3% | +0.4% | -0.8% | -0.5% |
| 30D | +11.8% | +8.9% | +2.9% | +8.3% |
| 3M | +3.7% | +23.0% | -19.3% | -3.8% |
| 6M | -4.3% | +15.0% | -19.3% | -9.4% |
| YTD | +2.1% | +41.7% | -39.5% | -10.3% |
| 1Y | +2.5% | +43.3% | -40.8% | -10.3% |
| All | -5.5% | +142.7% | -148.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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