+578.8%
MS vs PCG
-77.2%
+656.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.0% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | -0.9% | +0.1% | -1.0% | -0.9% |
| 3M | -13.0% | -24.4% | +11.4% | -10.7% |
| 6M | -2.0% | -17.7% | +15.7% | -0.5% |
| YTD | +7.8% | -17.4% | +25.2% | +9.3% |
| 1Y | +17.9% | -19.4% | +37.2% | +19.7% |
| 3Y | +174.8% | -18.6% | +193.4% | +178.4% |
| 5Y | +119.9% | +10.2% | +109.6% | +115.7% |
| 10Y | +578.8% | -76.7% | +655.5% | +618.6% |
| All | +578.8% | -77.2% | +656.1% | +618.6% |
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