+110.9%
MO vs PPG
+26.9%
+84.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +0.1% | -6.2% | +6.4% | +1.6% |
| 30D | +7.1% | -7.9% | +15.1% | +9.1% |
| 3M | -2.0% | -10.2% | +8.3% | +0.2% |
| 6M | +7.3% | +2.7% | +4.6% | +5.6% |
| YTD | +23.5% | +4.9% | +18.6% | +20.5% |
| 1Y | +11.0% | -3.2% | +14.2% | +10.4% |
| 3Y | +95.0% | -17.0% | +112.0% | +99.0% |
| 5Y | +100.6% | -23.3% | +124.0% | +105.6% |
| All | +110.9% | +26.9% | +84.0% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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