+64.1%
MSFT vs PFG
+91.4%
-27.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | +1.7% | -0.6% | +2.3% | +2.0% |
| 30D | +0.2% | +2.0% | -1.8% | -0.6% |
| 3M | +6.4% | -3.2% | +9.5% | +7.4% |
| 6M | +28.7% | +10.9% | +17.8% | +23.7% |
| YTD | +10.4% | +28.8% | -18.4% | +0.2% |
| 1Y | +7.6% | +39.2% | -31.6% | -5.3% |
| 3Y | +52.3% | +75.0% | -22.7% | +18.9% |
| All | +64.1% | +91.4% | -27.4% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling