+2,807.0%
MSFT vs PFG
+1,008.7%
+1,798.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | +2.3% | +3.0% | -0.6% | +1.6% |
| 30D | -0.4% | +8.2% | -8.5% | -2.5% |
| 3M | +5.6% | +2.7% | +2.9% | +4.7% |
| 6M | +29.0% | +17.2% | +11.7% | +23.2% |
| YTD | +10.9% | +34.8% | -23.8% | +1.7% |
| 1Y | +6.2% | +43.6% | -37.3% | -4.5% |
| 3Y | +47.6% | +85.4% | -37.8% | +22.2% |
| 5Y | +67.9% | +102.2% | -34.2% | +34.5% |
| 10Y | +922.9% | +190.2% | +732.7% | +599.1% |
| All | +2,807.0% | +1,008.7% | +1,798.3% | +907.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling