+915.1%
MSFT vs PFG
+184.0%
+731.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.3% | +2.4% | -3.6% | -2.1% |
| 30D | -1.8% | +5.9% | -7.7% | -3.7% |
| 3M | +5.6% | -0.4% | +6.1% | +5.6% |
| 6M | +29.8% | +14.8% | +15.0% | +23.6% |
| YTD | +9.0% | +31.9% | -22.9% | -1.4% |
| 1Y | +4.9% | +38.8% | -33.9% | -6.9% |
| 3Y | +46.2% | +82.4% | -36.2% | +15.9% |
| 5Y | +62.1% | +94.7% | -32.6% | +23.9% |
| All | +915.1% | +184.0% | +731.1% | +539.5% |
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