-23.1%
PFE vs MO
+154.2%
-177.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | +5.2% | +8.0% | -2.8% | +3.6% |
| 3M | +12.2% | +20.9% | -8.7% | +8.1% |
| 6M | +17.8% | +16.3% | +1.5% | +14.0% |
| YTD | +26.2% | +40.7% | -14.5% | +16.5% |
| 1Y | +23.2% | +41.5% | -18.3% | +13.5% |
| 3Y | +21.3% | +141.5% | -120.2% | -3.1% |
| 5Y | -23.1% | +153.1% | -176.2% | -38.4% |
| All | -23.1% | +154.2% | -177.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling