+915.1%
MSFT vs PFGC
+351.0%
+564.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.3% | +3.4% | -4.7% | -1.9% |
| 30D | -1.8% | +16.9% | -18.8% | -4.7% |
| 3M | +5.6% | +6.4% | -0.8% | +4.3% |
| 6M | +29.8% | +16.0% | +13.8% | +25.9% |
| YTD | +9.0% | +23.6% | -14.6% | +3.9% |
| 1Y | +4.9% | +16.6% | -11.7% | +1.1% |
| 3Y | +46.2% | +82.3% | -36.1% | +28.8% |
| 5Y | +62.1% | +138.7% | -76.6% | +34.9% |
| All | +915.1% | +351.0% | +564.1% | +668.9% |
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