+112.4%
MS vs PFGC
+121.6%
-9.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.2% |
| 7D | -1.6% | +8.5% | -10.1% | -4.9% |
| 30D | -3.8% | +15.0% | -18.8% | -9.2% |
| 3M | -14.6% | -6.2% | -8.4% | -12.9% |
| 6M | -5.1% | +15.7% | -20.8% | -11.7% |
| YTD | +4.5% | +19.6% | -15.0% | -5.3% |
| 1Y | +13.5% | +13.2% | +0.4% | +5.2% |
| 3Y | +160.4% | +77.0% | +83.4% | +97.4% |
| All | +112.4% | +121.6% | -9.2% | +43.2% |
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