0.0%
MSFT vs PCG
-0.4%
+0.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.0% |
| 7D | -1.4% | +5.4% | -6.8% | -1.2% |
| 30D | -1.0% | -15.1% | +14.1% | -2.2% |
| 3M | +20.2% | -9.8% | +30.0% | +20.0% |
| 6M | +21.3% | -18.0% | +39.3% | +20.4% |
| YTD | +2.8% | -7.2% | +10.0% | +2.9% |
| 1Y | 0.0% | +2.9% | -2.9% | -0.6% |
| All | 0.0% | -0.4% | +0.4% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PCG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling