+922.9%
MSFT vs PCG
-76.4%
+999.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | -0.4% | +0.8% | -1.1% | -0.4% |
| 3M | +5.6% | -22.0% | +27.6% | +7.1% |
| 6M | +29.0% | -17.1% | +46.0% | +30.2% |
| YTD | +10.9% | -16.9% | +27.8% | +11.8% |
| 1Y | +6.2% | -19.1% | +25.3% | +7.3% |
| 3Y | +47.6% | -19.4% | +67.1% | +48.5% |
| 5Y | +67.9% | +9.0% | +58.9% | +65.0% |
| 10Y | +922.9% | -76.2% | +999.0% | +930.5% |
| All | +922.9% | -76.4% | +999.2% | +930.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling