+998.9%
MSFT vs PR
+147.8%
+851.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -3.4% |
| 7D | +1.1% | -16.5% | +17.6% | +1.8% |
| 30D | +1.3% | -4.5% | +5.8% | +1.4% |
| 3M | +10.2% | +8.5% | +1.6% | +9.7% |
| 6M | +30.8% | -3.3% | +34.1% | +30.8% |
| YTD | +11.5% | +55.7% | -44.2% | +9.1% |
| 1Y | +6.5% | +82.0% | -75.5% | +3.5% |
| 3Y | +55.5% | +62.5% | -7.0% | +51.0% |
| 5Y | +66.2% | +223.9% | -157.7% | +56.1% |
| 10Y | +928.0% | +64.2% | +863.8% | +999.0% |
| All | +998.9% | +147.8% | +851.1% | +1,024.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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