+1,287.1%
MSFT vs PFGC
+465.8%
+821.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | +1.7% | +8.5% | -6.9% | +0.1% |
| 30D | +0.2% | +15.0% | -14.8% | -2.4% |
| 3M | +6.4% | -6.2% | +12.5% | +7.3% |
| 6M | +28.7% | +15.7% | +13.0% | +24.9% |
| YTD | +10.4% | +19.6% | -9.1% | +5.9% |
| 1Y | +7.6% | +13.2% | -5.6% | +4.2% |
| 3Y | +52.3% | +77.0% | -24.6% | +34.9% |
| 5Y | +64.5% | +121.5% | -56.9% | +38.5% |
| 10Y | +917.8% | +354.5% | +563.3% | +643.1% |
| All | +1,287.1% | +465.8% | +821.3% | +883.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling