+885.0%
MSFT vs PFGC
+287.3%
+597.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -1.0% | -3.7% | +2.7% | -0.4% |
| 30D | -2.7% | -16.0% | +13.3% | +0.4% |
| 3M | +22.1% | -4.1% | +26.2% | +22.8% |
| 6M | +20.6% | +8.7% | +11.9% | +18.3% |
| YTD | +2.3% | +6.4% | -4.0% | +0.4% |
| 1Y | -0.5% | -8.4% | +7.8% | +0.2% |
| 3Y | +50.5% | +61.8% | -11.2% | +35.6% |
| 5Y | +72.3% | +108.7% | -36.4% | +46.8% |
| 10Y | +885.0% | +298.1% | +586.9% | +647.8% |
| All | +885.0% | +287.3% | +597.7% | +647.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling