+110.9%
MO vs PGR
+825.1%
-714.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.1% | -0.6% | +0.8% | +0.3% |
| 30D | +7.1% | +4.9% | +2.2% | +5.7% |
| 3M | -2.0% | +7.6% | -9.6% | -4.2% |
| 6M | +7.3% | +8.3% | -1.0% | +4.5% |
| YTD | +23.5% | +1.7% | +21.7% | +22.2% |
| 1Y | +11.0% | -6.8% | +17.8% | +12.6% |
| 3Y | +95.0% | +73.4% | +21.6% | +62.2% |
| 5Y | +100.6% | +161.2% | -60.6% | +41.7% |
| All | +110.9% | +825.1% | -714.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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