+5,285.6%
MS vs PCG
-1.8%
+5,287.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.7% | -5.7% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.9% | +5.8% | -9.8% | -4.9% |
| 3M | -15.9% | -22.8% | +6.9% | -12.4% |
| 6M | -2.5% | -18.4% | +15.9% | +0.3% |
| YTD | +5.1% | -16.9% | +22.0% | +7.4% |
| 1Y | +13.0% | -17.6% | +30.6% | +15.6% |
| 3Y | +160.7% | -20.0% | +180.6% | +166.8% |
| 5Y | +114.0% | +16.0% | +98.0% | +103.1% |
| 10Y | +637.5% | -76.7% | +714.2% | +680.6% |
| All | +5,285.6% | -1.8% | +5,287.5% | +3,472.7% |
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