+160.4%
MS vs PCG
-21.6%
+182.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | -3.8% | +1.4% | -5.2% | -4.0% |
| 3M | -14.6% | -23.4% | +8.8% | -10.2% |
| 6M | -5.1% | -19.4% | +14.3% | -2.1% |
| YTD | +4.5% | -18.5% | +23.0% | +6.7% |
| 1Y | +13.5% | -19.5% | +33.1% | +16.4% |
| 3Y | +160.4% | -21.0% | +181.4% | +161.7% |
| All | +160.4% | -21.6% | +182.0% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling