+885.0%
MSFT vs PFG
+239.8%
+645.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -1.0% | +3.2% | -4.3% | -2.1% |
| 30D | -2.7% | +0.9% | -3.6% | -3.0% |
| 3M | +22.1% | +7.7% | +14.4% | +19.0% |
| 6M | +20.6% | +29.0% | -8.4% | +10.4% |
| YTD | +2.3% | +32.5% | -30.2% | -7.5% |
| 1Y | -0.5% | +47.3% | -47.9% | -13.5% |
| 3Y | +50.5% | +68.2% | -17.7% | +22.8% |
| 5Y | +72.3% | +108.5% | -36.1% | +28.8% |
| 10Y | +885.0% | +241.4% | +643.6% | +472.1% |
| All | +885.0% | +239.8% | +645.3% | +472.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling