+14,854.2%
MO vs PCG
+103.4%
+14,750.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | +0.3% | -13.9% | +14.2% | +1.7% |
| 30D | +0.6% | -16.9% | +17.5% | +2.4% |
| 3M | -1.0% | -14.7% | +13.8% | +0.4% |
| 6M | +4.3% | -23.8% | +28.2% | +7.1% |
| YTD | +23.3% | -10.5% | +33.8% | +24.2% |
| 1Y | +10.5% | -5.1% | +15.6% | +10.4% |
| 3Y | +96.3% | -11.6% | +107.9% | +96.8% |
| 5Y | +98.9% | +59.0% | +39.9% | +85.8% |
| 10Y | +103.6% | -75.7% | +179.3% | +111.3% |
| All | +14,854.2% | +103.4% | +14,750.8% | +7,857.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling