+16,689.9%
MO vs PCG
+85.2%
+16,604.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.7% |
| 7D | -2.4% | -1.6% | -0.9% | -2.3% |
| 30D | +9.7% | +1.4% | +8.3% | +9.5% |
| 3M | +14.1% | -23.4% | +37.5% | +17.1% |
| 6M | +11.9% | -19.4% | +31.2% | +14.0% |
| YTD | +38.4% | -18.5% | +56.9% | +40.8% |
| 1Y | +41.9% | -19.5% | +61.4% | +44.5% |
| 3Y | +134.5% | -21.0% | +155.5% | +137.9% |
| 5Y | +147.3% | +13.7% | +133.5% | +139.5% |
| 10Y | +135.2% | -77.2% | +212.4% | +145.1% |
| All | +16,689.9% | +85.2% | +16,604.7% | +8,920.0% |
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