+14,834.6%
MO vs PPG
+2,572.2%
+12,262.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.8% |
| 7D | -1.0% | -5.1% | +4.1% | +0.3% |
| 30D | +5.8% | -9.6% | +15.3% | +8.4% |
| 3M | -4.5% | -6.4% | +1.9% | -3.3% |
| 6M | +5.7% | +0.5% | +5.2% | +4.6% |
| YTD | +23.1% | +4.4% | +18.7% | +20.3% |
| 1Y | +10.9% | -0.9% | +11.8% | +9.6% |
| 3Y | +96.1% | -17.0% | +113.1% | +99.5% |
| 5Y | +100.1% | -23.7% | +123.7% | +103.7% |
| 10Y | +114.0% | +25.9% | +88.1% | +85.1% |
| All | +14,834.6% | +2,572.2% | +12,262.4% | +4,757.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling