+145.1%
MS vs PFG
+110.8%
+34.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.4% |
| 7D | +1.4% | +5.5% | -4.2% | -2.6% |
| 30D | -0.3% | +2.4% | -2.6% | -2.1% |
| 3M | +0.3% | +13.6% | -13.3% | -9.2% |
| 6M | +31.3% | +27.9% | +3.5% | +9.1% |
| YTD | +24.7% | +35.6% | -10.9% | -0.8% |
| 1Y | +47.9% | +48.5% | -0.6% | +9.6% |
| 3Y | +178.3% | +66.9% | +111.5% | +88.0% |
| All | +145.1% | +110.8% | +34.2% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling