+131,319.0%
MSFT vs PG
+3,928.0%
+127,391.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.3% |
| 7D | -1.0% | -3.4% | +2.3% | +0.3% |
| 30D | -2.7% | -2.6% | -0.1% | -1.7% |
| 3M | +22.1% | -3.3% | +25.4% | +23.6% |
| 6M | +20.6% | -6.7% | +27.3% | +23.2% |
| YTD | +2.3% | +1.7% | +0.6% | +0.6% |
| 1Y | -0.5% | -7.9% | +7.4% | +1.3% |
| 3Y | +50.5% | +0.9% | +49.6% | +45.5% |
| 5Y | +72.3% | +12.6% | +59.7% | +58.8% |
| 10Y | +885.0% | +117.2% | +767.8% | +605.8% |
| All | +131,319.0% | +3,928.0% | +127,391.0% | +24,313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling