-21.4%
PFE vs MO
+96.7%
-118.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -4.3% | -2.4% | -1.9% | -3.8% |
| 30D | +2.7% | +3.6% | -0.9% | +2.0% |
| 3M | +10.0% | -3.7% | +13.7% | +10.5% |
| 6M | +7.2% | +4.5% | +2.7% | +5.6% |
| YTD | +17.3% | +21.5% | -4.2% | +11.5% |
| 1Y | +20.3% | +9.5% | +10.8% | +17.0% |
| 3Y | -1.6% | +93.6% | -95.2% | -17.6% |
| 5Y | -21.4% | +97.5% | -118.9% | -35.6% |
| All | -21.4% | +96.7% | -118.1% | -35.6% |
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 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