-2.5%
MS vs PCG
-17.9%
+15.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.7% | -5.9% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.9% | +5.8% | -9.8% | -4.0% |
| 3M | -15.9% | -22.8% | +6.9% | -16.3% |
| 6M | -2.5% | -18.4% | +15.9% | -1.2% |
| All | -2.5% | -17.9% | +15.4% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling