+150.5%
MO vs PTC
+61.7%
+88.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.8% | +1.3% | -2.1% | -0.8% |
| 30D | +6.5% | +1.1% | +5.4% | +6.5% |
| 3M | +18.3% | +30.1% | -11.8% | +17.3% |
| 6M | +15.6% | +34.0% | -18.5% | +14.3% |
| YTD | +38.8% | +12.8% | +26.0% | +38.2% |
| 1Y | +41.6% | +10.7% | +30.9% | +41.1% |
| 3Y | +138.2% | +29.6% | +108.6% | +130.9% |
| 5Y | +150.5% | +63.5% | +86.9% | +133.6% |
| All | +150.5% | +61.7% | +88.8% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling