+155.7%
MO vs PCG
-76.0%
+231.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.8% |
| 7D | +3.3% | +2.2% | +1.2% | +3.1% |
| 30D | +7.5% | +0.8% | +6.8% | +7.5% |
| 3M | +22.8% | -23.8% | +46.6% | +24.9% |
| 6M | +13.4% | -19.6% | +33.0% | +14.8% |
| YTD | +43.0% | -16.7% | +59.7% | +44.4% |
| 1Y | +45.2% | -19.4% | +64.6% | +47.0% |
| 3Y | +145.5% | -18.3% | +163.8% | +147.4% |
| 5Y | +157.1% | +10.4% | +146.6% | +153.1% |
| All | +155.7% | -76.0% | +231.7% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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