+607.1%
MS vs PCG
-77.4%
+684.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | -3.8% | +1.4% | -5.2% | -3.9% |
| 3M | -14.6% | -23.4% | +8.8% | -12.5% |
| 6M | -5.1% | -19.4% | +14.3% | -3.4% |
| YTD | +4.5% | -18.5% | +23.0% | +6.1% |
| 1Y | +13.5% | -19.5% | +33.1% | +15.4% |
| 3Y | +160.4% | -21.0% | +181.4% | +164.5% |
| 5Y | +112.9% | +13.7% | +99.1% | +108.4% |
| All | +607.1% | -77.4% | +684.5% | +630.8% |
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