+155.7%
MO vs PFG
+184.0%
-28.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +3.3% | +2.4% | +0.9% | +2.7% |
| 30D | +7.5% | +5.9% | +1.7% | +5.9% |
| 3M | +22.8% | -0.4% | +23.2% | +22.7% |
| 6M | +13.4% | +14.8% | -1.5% | +9.0% |
| YTD | +43.0% | +31.9% | +11.1% | +32.1% |
| 1Y | +45.2% | +38.8% | +6.4% | +32.3% |
| 3Y | +145.5% | +82.4% | +63.1% | +102.7% |
| 5Y | +157.1% | +94.7% | +62.4% | +102.7% |
| All | +155.7% | +184.0% | -28.3% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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