+110.9%
MO vs PTC
+205.0%
-94.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +0.1% | -7.3% | +7.4% | +1.0% |
| 30D | +7.1% | -11.6% | +18.8% | +8.6% |
| 3M | -2.0% | +10.5% | -12.4% | -3.5% |
| 6M | +7.3% | -17.8% | +25.1% | +9.3% |
| YTD | +23.5% | -24.9% | +48.4% | +27.1% |
| 1Y | +11.0% | -36.8% | +47.8% | +16.7% |
| 3Y | +95.0% | -8.7% | +103.7% | +91.0% |
| 5Y | +100.6% | +4.1% | +96.5% | +89.5% |
| All | +110.9% | +205.0% | -94.1% | +54.8% |
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