-12.5%
PEP vs MO
+95.5%
-108.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | +0.7% | -0.3% | +0.9% | +0.7% |
| 3M | -0.5% | -2.9% | +2.4% | +0.2% |
| 6M | -11.3% | +5.8% | -17.1% | -13.4% |
| YTD | -0.6% | +22.0% | -22.6% | -7.4% |
| 1Y | +1.7% | +10.7% | -9.0% | -2.5% |
| 3Y | -12.5% | +94.4% | -106.8% | -30.5% |
| All | -12.5% | +95.5% | -108.0% | -30.5% |
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