+553.7%
MS vs PFG
+195.4%
+358.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | +0.8% | +3.0% | -2.2% | -1.2% |
| 30D | -0.7% | +8.2% | -8.9% | -6.1% |
| 3M | -12.4% | +2.7% | -15.1% | -14.3% |
| 6M | -1.7% | +17.2% | -19.0% | -13.2% |
| YTD | +8.0% | +34.8% | -26.7% | -13.9% |
| 1Y | +16.2% | +43.6% | -27.3% | -11.7% |
| 3Y | +171.3% | +85.4% | +85.9% | +69.5% |
| 5Y | +124.8% | +102.2% | +22.6% | +28.9% |
| 10Y | +553.7% | +190.2% | +363.4% | +156.9% |
| All | +553.7% | +195.4% | +358.2% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling