+141,733.1%
MSFT vs PCG
+85.2%
+141,647.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | +1.7% | -1.6% | +3.3% | +1.9% |
| 30D | +0.2% | +1.4% | -1.2% | 0.0% |
| 3M | +6.4% | -23.4% | +29.7% | +9.2% |
| 6M | +28.7% | -19.4% | +48.1% | +31.1% |
| YTD | +10.4% | -18.5% | +28.9% | +12.1% |
| 1Y | +7.6% | -19.5% | +27.2% | +9.4% |
| 3Y | +52.3% | -21.0% | +73.3% | +54.1% |
| 5Y | +64.5% | +13.7% | +50.8% | +58.9% |
| 10Y | +917.8% | -77.2% | +995.0% | +959.1% |
| All | +141,733.1% | +85.2% | +141,647.9% | +75,236.1% |
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