+151.6%
MO vs PTC
+312.8%
-161.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | +8.0% | +0.9% | +7.1% | +7.9% |
| 3M | +20.9% | +30.4% | -9.5% | +16.7% |
| 6M | +16.3% | +34.4% | -18.1% | +11.5% |
| YTD | +40.7% | +12.6% | +28.1% | +37.7% |
| 1Y | +41.5% | +10.2% | +31.3% | +38.7% |
| 3Y | +141.5% | +29.4% | +112.1% | +127.1% |
| 5Y | +153.1% | +63.7% | +89.4% | +125.5% |
| All | +151.6% | +312.8% | -161.1% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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