+578.8%
MS vs PFG
+203.0%
+375.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +0.2% |
| 7D | +0.7% | +2.3% | -1.5% | -0.8% |
| 30D | -0.9% | +7.6% | -8.5% | -6.0% |
| 3M | -13.0% | +2.5% | -15.5% | -14.8% |
| 6M | -2.0% | +16.6% | -18.6% | -13.1% |
| YTD | +7.8% | +34.1% | -26.3% | -13.8% |
| 1Y | +17.9% | +44.1% | -26.2% | -10.7% |
| 3Y | +174.8% | +86.3% | +88.5% | +71.1% |
| 5Y | +119.9% | +101.6% | +18.3% | +26.3% |
| 10Y | +578.8% | +197.9% | +381.0% | +160.3% |
| All | +578.8% | +203.0% | +375.8% | +160.3% |
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