+808.5%
MS vs PCG
-75.9%
+884.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | 0.0% |
| 7D | +1.4% | -13.9% | +15.2% | +2.7% |
| 30D | -0.3% | -16.9% | +16.6% | +1.3% |
| 3M | +0.3% | -14.7% | +15.0% | +1.5% |
| 6M | +31.3% | -23.8% | +55.2% | +34.5% |
| YTD | +24.7% | -10.5% | +35.2% | +25.3% |
| 1Y | +47.9% | -5.1% | +53.0% | +47.7% |
| 3Y | +178.3% | -11.6% | +189.9% | +179.5% |
| 5Y | +144.9% | +59.0% | +85.9% | +132.7% |
| All | +808.5% | -75.9% | +884.4% | +809.9% |
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