+124.5%
MSI vs PFGC
+135.8%
-11.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.6% |
| 7D | +8.3% | +10.8% | -2.5% | +5.2% |
| 30D | +18.9% | +17.8% | +1.1% | +13.5% |
| 3M | +13.2% | -2.7% | +15.9% | +13.7% |
| 6M | +38.3% | +20.0% | +18.2% | +31.0% |
| YTD | +38.9% | +24.3% | +14.6% | +29.6% |
| 1Y | +36.7% | +13.2% | +23.5% | +30.8% |
| 3Y | +76.6% | +85.9% | -9.4% | +43.9% |
| 5Y | +124.5% | +141.0% | -16.6% | +65.3% |
| All | +124.5% | +135.8% | -11.3% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling