+111.2%
MO vs PCG
-76.0%
+187.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | -0.1% |
| 7D | -2.4% | +6.5% | -8.9% | -2.9% |
| 30D | +3.6% | -16.7% | +20.3% | +4.7% |
| 3M | -3.7% | -14.2% | +10.5% | -2.9% |
| 6M | +4.5% | -21.5% | +26.0% | +6.1% |
| YTD | +21.5% | -11.2% | +32.7% | +22.2% |
| 1Y | +9.5% | -4.2% | +13.7% | +9.5% |
| 3Y | +93.6% | -14.9% | +108.4% | +94.5% |
| 5Y | +97.5% | +54.2% | +43.3% | +90.3% |
| 10Y | +111.2% | -75.3% | +186.5% | +128.4% |
| All | +111.2% | -76.0% | +187.2% | +128.4% |
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