+145.1%
MS vs PCG
+58.3%
+86.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | -0.4% |
| 7D | +1.4% | -13.9% | +15.2% | +4.9% |
| 30D | -0.3% | -16.9% | +16.6% | +4.1% |
| 3M | +0.3% | -14.7% | +15.0% | +3.5% |
| 6M | +31.3% | -23.8% | +55.2% | +40.5% |
| YTD | +24.7% | -10.5% | +35.2% | +25.5% |
| 1Y | +47.9% | -5.1% | +53.0% | +45.2% |
| 3Y | +178.3% | -11.6% | +189.9% | +177.0% |
| All | +145.1% | +58.3% | +86.7% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling