+894.4%
MSFT vs PFGC
+363.4%
+531.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -6.2% | +1.5% | -7.7% | -6.5% |
| 30D | -3.7% | +17.4% | -21.1% | -6.5% |
| 3M | +3.6% | -2.4% | +6.0% | +3.8% |
| 6M | +26.8% | +18.2% | +8.6% | +22.6% |
| YTD | +8.4% | +23.7% | -15.2% | +3.4% |
| 1Y | +3.3% | +15.0% | -11.7% | -0.3% |
| 3Y | +44.3% | +82.3% | -38.1% | +27.1% |
| 5Y | +63.3% | +131.9% | -68.6% | +36.4% |
| 10Y | +894.4% | +353.0% | +541.4% | +653.0% |
| All | +894.4% | +363.4% | +531.0% | +653.0% |
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