+145.1%
MS vs PFGC
+111.4%
+33.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.4% | -2.2% | +3.6% | +2.2% |
| 30D | -0.3% | -11.9% | +11.7% | +4.6% |
| 3M | +0.3% | +5.0% | -4.7% | -2.5% |
| 6M | +31.3% | +8.6% | +22.7% | +25.3% |
| YTD | +24.7% | +9.7% | +15.0% | +17.4% |
| 1Y | +47.9% | -6.3% | +54.2% | +48.8% |
| 3Y | +178.3% | +58.2% | +120.1% | +122.0% |
| All | +145.1% | +111.4% | +33.7% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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