+889.6%
MSFT vs PFG
+242.8%
+646.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.7% |
| 7D | -1.4% | +6.0% | -7.4% | -3.4% |
| 30D | -1.0% | +2.2% | -3.2% | -1.8% |
| 3M | +20.2% | +10.4% | +9.8% | +16.1% |
| 6M | +21.3% | +27.8% | -6.5% | +11.4% |
| YTD | +2.8% | +33.6% | -30.9% | -7.3% |
| 1Y | 0.0% | +49.3% | -49.3% | -13.5% |
| 3Y | +51.2% | +69.7% | -18.5% | +23.0% |
| 5Y | +71.4% | +111.3% | -39.9% | +27.5% |
| All | +889.6% | +242.8% | +646.8% | +473.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling