+181.3%
MS vs PCG
-11.7%
+193.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | -0.3% |
| 7D | +1.4% | -13.9% | +15.2% | +4.2% |
| 30D | -0.3% | -16.9% | +16.6% | +3.3% |
| 3M | +0.3% | -14.7% | +15.0% | +2.8% |
| 6M | +31.3% | -23.8% | +55.2% | +39.3% |
| YTD | +24.7% | -10.5% | +35.2% | +24.8% |
| 1Y | +47.9% | -5.1% | +53.0% | +44.4% |
| All | +181.3% | -11.7% | +193.0% | +175.6% |
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