+9.5%
MO vs PCG
-1.5%
+11.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | +0.1% |
| 7D | -2.4% | +6.5% | -8.9% | -3.2% |
| 30D | +3.6% | -16.7% | +20.3% | +5.7% |
| 3M | -3.7% | -14.2% | +10.5% | -2.4% |
| 6M | +4.5% | -21.5% | +26.0% | +7.2% |
| YTD | +21.5% | -11.2% | +32.7% | +22.8% |
| 1Y | +9.5% | -4.2% | +13.7% | +8.5% |
| All | +9.5% | -1.5% | +11.0% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling