+16,738.5%
MO vs PTC
+8,885.1%
+7,853.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | +6.5% | +1.1% | +5.4% | +6.4% |
| 3M | +18.3% | +30.1% | -11.8% | +15.4% |
| 6M | +15.6% | +34.0% | -18.5% | +12.2% |
| YTD | +38.8% | +12.8% | +26.0% | +36.4% |
| 1Y | +41.6% | +10.7% | +30.9% | +39.3% |
| 3Y | +138.2% | +29.6% | +108.6% | +129.6% |
| 5Y | +150.5% | +63.5% | +86.9% | +135.2% |
| 10Y | +146.1% | +316.7% | -170.6% | +111.1% |
| All | +16,738.5% | +8,885.1% | +7,853.3% | +7,508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling