+100.0%
MSI vs PFGC
+111.7%
-11.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -4.0% | -3.7% | -0.3% | -3.0% |
| 30D | -0.5% | -16.0% | +15.5% | +4.1% |
| 3M | +11.4% | -4.1% | +15.5% | +12.5% |
| 6M | +1.0% | +8.7% | -7.7% | -1.6% |
| YTD | +20.7% | +6.4% | +14.3% | +17.9% |
| 1Y | -2.7% | -8.4% | +5.7% | -1.3% |
| 3Y | +68.2% | +61.8% | +6.4% | +44.1% |
| 5Y | +100.0% | +108.7% | -8.7% | +54.3% |
| All | +100.0% | +111.7% | -11.7% | +54.3% |
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