+176.8%
MS vs PFG
+82.7%
+94.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | +5.1% | +2.4% | +2.7% | +3.3% |
| 30D | +5.7% | +5.9% | -0.2% | +1.6% |
| 3M | -12.2% | -0.4% | -11.7% | -12.1% |
| 6M | -0.5% | +14.8% | -15.3% | -10.9% |
| YTD | +9.8% | +31.9% | -22.1% | -11.5% |
| 1Y | +17.7% | +38.8% | -21.1% | -8.9% |
| 3Y | +176.8% | +82.4% | +94.4% | +60.0% |
| All | +176.8% | +82.7% | +94.2% | +60.0% |
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