+110.9%
MO vs PFG
+251.1%
-140.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | +0.1% | -0.4% | +0.6% | +0.3% |
| 30D | +7.1% | +2.9% | +4.3% | +6.3% |
| 3M | -2.0% | +6.7% | -8.7% | -3.7% |
| 6M | +7.3% | +33.8% | -26.5% | -0.7% |
| YTD | +23.5% | +35.0% | -11.5% | +13.6% |
| 1Y | +11.0% | +46.4% | -35.4% | -0.3% |
| 3Y | +95.0% | +71.6% | +23.4% | +64.2% |
| 5Y | +100.6% | +113.7% | -13.0% | +54.2% |
| All | +110.9% | +251.1% | -140.2% | +32.0% |
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