+73.9%
MSFT vs PG
+14.0%
+59.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +0.8% | +0.8% | 0.0% | +0.6% |
| 3M | +27.2% | -1.3% | +28.6% | +27.6% |
| 6M | +22.9% | -3.8% | +26.7% | +23.9% |
| YTD | +3.1% | +3.6% | -0.5% | +1.3% |
| 1Y | -0.3% | -5.7% | +5.5% | +0.8% |
| 3Y | +50.1% | +1.6% | +48.5% | +42.8% |
| All | +73.9% | +14.0% | +59.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 5y: compounded portfolio wealth divided by compounded PG 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…
5y analysis · Full analysis span regression · 6 months rolling