+611.0%
MS vs PCG
-76.9%
+687.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.7% | -5.8% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.9% | +5.8% | -9.8% | -4.5% |
| 3M | -15.9% | -22.8% | +6.9% | -13.9% |
| 6M | -2.5% | -18.4% | +15.9% | -0.9% |
| YTD | +5.1% | -16.9% | +22.0% | +6.5% |
| 1Y | +13.0% | -17.6% | +30.6% | +14.5% |
| 3Y | +160.7% | -20.0% | +180.6% | +164.4% |
| 5Y | +114.0% | +16.0% | +98.0% | +109.1% |
| All | +611.0% | -76.9% | +687.9% | +633.2% |
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