+3,280.0%
PFE vs MO
+15,304.6%
-12,024.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | +1.8% | +0.3% | +1.4% | +1.7% |
| 30D | +10.2% | +0.6% | +9.6% | +9.9% |
| 3M | +12.7% | -1.0% | +13.7% | +12.6% |
| 6M | +10.5% | +4.3% | +6.2% | +8.4% |
| YTD | +20.2% | +23.3% | -3.1% | +11.9% |
| 1Y | +24.1% | +10.5% | +13.6% | +19.1% |
| 3Y | -3.6% | +96.3% | -99.8% | -22.6% |
| 5Y | -20.9% | +98.9% | -119.7% | -37.5% |
| 10Y | +35.8% | +103.6% | -67.8% | +2.8% |
| All | +3,280.0% | +15,304.6% | -12,024.6% | +532.6% |
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