+32.5%
PFE vs MO
+114.1%
-81.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -4.0% | -1.0% | -3.0% | -3.8% |
| 30D | +3.9% | +5.8% | -1.9% | +2.3% |
| 3M | +9.9% | -4.5% | +14.4% | +10.9% |
| 6M | +5.3% | +5.7% | -0.4% | +3.0% |
| YTD | +16.8% | +23.1% | -6.3% | +9.2% |
| 1Y | +20.4% | +10.9% | +9.5% | +15.8% |
| 3Y | -2.1% | +96.1% | -98.2% | -21.1% |
| 5Y | -21.0% | +100.1% | -121.1% | -37.5% |
| All | +32.5% | +114.1% | -81.6% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling