+9.0%
MSFT vs PFGC
+12.5%
-3.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +13.5% | -6.9% | +6.0% |
| 7D | +4.7% | +13.9% | -9.2% | +3.9% |
| 30D | +5.8% | +18.4% | -12.5% | +5.1% |
| 3M | +13.0% | -2.5% | +15.5% | +11.8% |
| 6M | +34.9% | +26.0% | +8.9% | +34.5% |
| YTD | +15.7% | +21.9% | -6.2% | +14.2% |
| 1Y | +9.0% | +13.4% | -4.4% | +7.4% |
| All | +9.0% | +12.5% | -3.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling