+3,159.9%
PEP vs MO
+15,304.6%
-12,144.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +0.2% | +0.6% | -0.4% | 0.0% |
| 3M | -1.1% | -1.0% | -0.1% | -1.0% |
| 6M | -13.5% | +4.3% | -17.8% | -14.9% |
| YTD | -1.2% | +23.3% | -24.5% | -7.6% |
| 1Y | -1.6% | +10.5% | -12.0% | -5.0% |
| 3Y | -12.5% | +96.3% | -108.8% | -29.5% |
| 5Y | +3.0% | +98.9% | -95.9% | -18.2% |
| 10Y | +73.9% | +103.6% | -29.7% | +33.3% |
| All | +3,159.9% | +15,304.6% | -12,144.7% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling