+94.5%
MO vs PTC
-10.7%
+105.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | -1.0% | -14.2% | +13.2% | -1.3% |
| 30D | +5.8% | -14.4% | +20.2% | +5.4% |
| 3M | -4.5% | -4.7% | +0.2% | -4.7% |
| 6M | +5.7% | -19.3% | +25.0% | +5.3% |
| YTD | +23.1% | -26.1% | +49.2% | +22.4% |
| 1Y | +10.9% | -37.1% | +48.0% | +9.9% |
| All | +94.5% | -10.7% | +105.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling