+69.3%
MSI vs PFGC
+63.1%
+6.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -5.8% | -2.4% | -3.3% | -5.2% |
| 30D | -1.0% | -15.8% | +14.8% | +3.0% |
| 3M | +14.2% | -0.6% | +14.7% | +14.3% |
| 6M | +1.0% | +10.7% | -9.6% | -1.5% |
| YTD | +21.5% | +7.6% | +13.8% | +18.8% |
| 1Y | -2.1% | -7.8% | +5.7% | -0.9% |
| 3Y | +69.3% | +63.7% | +5.6% | +49.3% |
| All | +69.3% | +63.1% | +6.2% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling