+48.5%
PFE vs MO
+152.5%
-104.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +3.1% | +8.9% | -5.8% | +0.7% |
| 3M | +11.2% | +23.0% | -11.8% | +5.0% |
| 6M | +15.0% | +15.0% | +0.1% | +10.2% |
| YTD | +23.5% | +41.7% | -18.1% | +10.8% |
| 1Y | +18.9% | +43.3% | -24.4% | +6.3% |
| 3Y | +18.7% | +143.2% | -124.4% | -10.5% |
| 5Y | -24.0% | +154.7% | -178.7% | -44.5% |
| All | +48.5% | +152.5% | -104.0% | +1.2% |
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