+97.5%
MO vs PTC
-0.9%
+98.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.3% |
| 7D | -2.4% | -13.6% | +11.2% | -1.9% |
| 30D | +3.6% | -14.7% | +18.2% | +4.1% |
| 3M | -3.7% | -5.9% | +2.2% | -3.7% |
| 6M | +4.5% | -21.1% | +25.6% | +5.3% |
| YTD | +21.5% | -26.0% | +47.5% | +22.8% |
| 1Y | +9.5% | -36.8% | +46.4% | +11.5% |
| 3Y | +93.6% | -10.3% | +103.8% | +88.9% |
| 5Y | +97.5% | +1.2% | +96.3% | +87.9% |
| All | +97.5% | -0.9% | +98.4% | +87.9% |
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 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