+14,854.2%
MO vs PTC
+6,346.6%
+8,507.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | -0.4% |
| 7D | +0.3% | -10.3% | +10.6% | +1.2% |
| 30D | +0.6% | +1.1% | -0.5% | +0.5% |
| 3M | -1.0% | +1.6% | -2.6% | -1.3% |
| 6M | +4.3% | -13.5% | +17.8% | +5.2% |
| YTD | +23.3% | -19.1% | +42.3% | +24.8% |
| 1Y | +10.5% | -33.9% | +44.3% | +13.5% |
| 3Y | +96.3% | -3.9% | +100.2% | +94.4% |
| 5Y | +98.9% | +6.0% | +92.8% | +93.9% |
| 10Y | +103.6% | +223.7% | -120.1% | +78.9% |
| All | +14,854.2% | +6,346.6% | +8,507.5% | +6,862.4% |
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