+154.6%
MO vs PFGC
+409.4%
-254.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.8% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | -0.3% | -15.8% | +15.5% | +1.8% |
| 3M | -2.9% | -0.6% | -2.4% | -2.9% |
| 6M | +5.8% | +10.7% | -4.9% | +4.3% |
| YTD | +22.0% | +7.6% | +14.4% | +20.4% |
| 1Y | +10.7% | -7.8% | +18.5% | +11.3% |
| 3Y | +94.4% | +63.7% | +30.7% | +80.6% |
| 5Y | +97.2% | +112.3% | -15.1% | +75.0% |
| 10Y | +103.0% | +286.7% | -183.7% | +70.1% |
| All | +154.6% | +409.4% | -254.8% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling