+73.5%
MSFT vs PCG
+58.3%
+15.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.5% | -2.5% |
| 7D | -2.7% | -13.9% | +11.2% | -0.6% |
| 30D | +2.7% | -16.9% | +19.6% | +5.5% |
| 3M | +17.0% | -14.7% | +31.7% | +19.4% |
| 6M | +23.8% | -23.8% | +47.6% | +29.2% |
| YTD | +4.0% | -10.5% | +14.5% | +4.2% |
| 1Y | -0.8% | -5.1% | +4.3% | -2.3% |
| 3Y | +55.6% | -11.6% | +67.2% | +52.2% |
| All | +73.5% | +58.3% | +15.1% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling