+15.9%
MS vs PCG
-19.4%
+35.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.1% |
| 7D | +0.7% | -1.1% | +1.8% | +0.8% |
| 30D | -0.9% | +0.1% | -1.0% | -0.9% |
| 3M | -13.0% | -24.4% | +11.4% | -12.9% |
| 6M | -2.0% | -17.7% | +15.7% | -1.9% |
| YTD | +7.8% | -17.4% | +25.2% | +8.6% |
| All | +15.9% | -19.4% | +35.3% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling