+685.6%
MS vs PFGC
+465.8%
+219.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | 0.0% |
| 7D | -1.6% | +8.5% | -10.1% | -4.1% |
| 30D | -3.8% | +15.0% | -18.8% | -7.9% |
| 3M | -14.6% | -6.2% | -8.4% | -13.4% |
| 6M | -5.1% | +15.7% | -20.8% | -9.9% |
| YTD | +4.5% | +19.6% | -15.0% | -2.5% |
| 1Y | +13.5% | +13.2% | +0.4% | +7.5% |
| 3Y | +160.4% | +77.0% | +83.4% | +115.8% |
| 5Y | +112.9% | +121.5% | -8.6% | +62.5% |
| 10Y | +633.4% | +354.5% | +278.9% | +382.2% |
| All | +685.6% | +465.8% | +219.8% | +411.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling