+181.3%
MS vs PFG
+67.7%
+113.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.4% |
| 7D | +1.4% | +5.5% | -4.2% | -2.7% |
| 30D | -0.3% | +2.4% | -2.6% | -2.1% |
| 3M | +0.3% | +13.6% | -13.3% | -9.4% |
| 6M | +31.3% | +27.9% | +3.5% | +8.3% |
| YTD | +24.7% | +35.6% | -10.9% | -1.8% |
| 1Y | +47.9% | +48.5% | -0.6% | +8.0% |
| All | +181.3% | +67.7% | +113.7% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling