+23.8%
MSFT vs PCG
-24.3%
+48.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.5% | -1.9% |
| 7D | -2.7% | -13.9% | +11.2% | -3.4% |
| 30D | +2.7% | -16.9% | +19.6% | +1.5% |
| 3M | +17.0% | -14.7% | +31.7% | +17.0% |
| 6M | +23.8% | -23.8% | +47.6% | +24.9% |
| All | +23.8% | -24.3% | +48.1% | +24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling