-2.7%
MSI vs PFGC
-8.5%
+5.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -4.0% | -3.7% | -0.3% | -3.2% |
| 30D | -0.5% | -16.0% | +15.5% | +3.2% |
| 3M | +11.4% | -4.1% | +15.5% | +12.7% |
| 6M | +1.0% | +8.7% | -7.7% | -0.5% |
| YTD | +20.7% | +6.4% | +14.3% | +19.0% |
| 1Y | -2.7% | -8.4% | +5.7% | -2.8% |
| All | -2.7% | -8.5% | +5.9% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling