+632.3%
MS vs PFG
+978.4%
-346.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -3.3% |
| 7D | -3.4% | -0.7% | -2.7% | -2.8% |
| 30D | -3.9% | +2.8% | -6.8% | -5.7% |
| 3M | -15.9% | -1.0% | -14.9% | -15.6% |
| 6M | -2.5% | +13.6% | -16.1% | -11.4% |
| YTD | +5.1% | +31.1% | -26.0% | -13.7% |
| 1Y | +13.0% | +43.8% | -30.8% | -13.1% |
| 3Y | +160.7% | +75.0% | +85.6% | +73.8% |
| 5Y | +114.0% | +95.2% | +18.8% | +30.0% |
| 10Y | +637.5% | +207.5% | +429.9% | +209.8% |
| All | +632.3% | +978.4% | -346.1% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling