+110.9%
MO vs PFGC
+292.9%
-182.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.1% | -4.8% | +4.9% | +0.7% |
| 30D | +7.1% | -12.5% | +19.7% | +8.9% |
| 3M | -2.0% | -9.7% | +7.8% | -0.7% |
| 6M | +7.3% | +7.0% | +0.3% | +6.2% |
| YTD | +23.5% | +4.5% | +19.0% | +22.3% |
| 1Y | +11.0% | -11.6% | +22.6% | +12.2% |
| 3Y | +95.0% | +58.5% | +36.5% | +81.8% |
| 5Y | +100.6% | +112.6% | -12.0% | +77.8% |
| All | +110.9% | +292.9% | -182.0% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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