+537.0%
MS vs PCG
-76.5%
+613.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +3.7% | -2.0% | +5.7% | +3.9% |
| 30D | +2.0% | -2.7% | +4.7% | +2.3% |
| 3M | -12.6% | -25.1% | +12.5% | -10.2% |
| 6M | -0.3% | -22.3% | +22.0% | +1.9% |
| YTD | +9.0% | -18.5% | +27.5% | +10.6% |
| 1Y | +13.9% | -21.8% | +35.7% | +16.1% |
| 3Y | +173.6% | -21.0% | +194.7% | +178.0% |
| 5Y | +122.0% | +8.1% | +113.9% | +118.2% |
| All | +537.0% | -76.5% | +613.5% | +576.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling