+6,288.2%
MS vs PCG
+5.7%
+6,282.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | -0.2% |
| 7D | +1.4% | -13.9% | +15.2% | +3.7% |
| 30D | -0.3% | -16.9% | +16.6% | +2.5% |
| 3M | +0.3% | -14.7% | +15.0% | +2.5% |
| 6M | +31.3% | -23.8% | +55.2% | +36.9% |
| YTD | +24.7% | -10.5% | +35.2% | +25.8% |
| 1Y | +47.9% | -5.1% | +53.0% | +47.4% |
| 3Y | +178.3% | -11.6% | +189.9% | +179.8% |
| 5Y | +144.9% | +59.0% | +85.9% | +119.4% |
| 10Y | +804.5% | -75.7% | +880.3% | +854.2% |
| All | +6,288.2% | +5.7% | +6,282.6% | +4,082.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling