+2,624.5%
MSFT vs PFG
+1,015.3%
+1,609.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -2.7% | +5.5% | -8.2% | -4.2% |
| 30D | +2.7% | +2.4% | +0.3% | +2.0% |
| 3M | +17.0% | +13.6% | +3.4% | +12.8% |
| 6M | +23.8% | +27.9% | -4.1% | +15.5% |
| YTD | +4.0% | +35.6% | -31.6% | -4.8% |
| 1Y | -0.8% | +48.5% | -49.3% | -11.7% |
| 3Y | +55.6% | +66.9% | -11.3% | +32.5% |
| 5Y | +72.9% | +111.0% | -38.1% | +36.8% |
| 10Y | +875.8% | +244.5% | +631.3% | +537.7% |
| All | +2,624.5% | +1,015.3% | +1,609.3% | +843.0% |
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 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