+133,470.8%
MSFT vs PCG
+103.4%
+133,367.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.5% | -2.3% |
| 7D | -2.7% | -13.9% | +11.2% | -1.3% |
| 30D | +2.7% | -16.9% | +19.6% | +4.5% |
| 3M | +17.0% | -14.7% | +31.7% | +18.6% |
| 6M | +23.8% | -23.8% | +47.6% | +27.0% |
| YTD | +4.0% | -10.5% | +14.5% | +4.5% |
| 1Y | -0.8% | -5.1% | +4.3% | -1.1% |
| 3Y | +55.6% | -11.6% | +67.2% | +55.4% |
| 5Y | +72.9% | +59.0% | +13.9% | +60.8% |
| 10Y | +875.8% | -75.7% | +951.5% | +910.9% |
| All | +133,470.8% | +103.4% | +133,367.5% | +70,130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling