+819.5%
MSI vs PFGC
+478.7%
+340.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +18.1% | +16.1% | +2.0% | +14.4% |
| 3M | +13.2% | +2.4% | +10.8% | +12.3% |
| 6M | +36.3% | +15.7% | +20.6% | +31.9% |
| YTD | +39.5% | +22.3% | +17.2% | +33.1% |
| 1Y | +36.9% | +13.9% | +23.0% | +32.3% |
| 3Y | +76.1% | +80.3% | -4.2% | +54.2% |
| 5Y | +123.7% | +136.1% | -12.4% | +83.3% |
| 10Y | +664.3% | +347.9% | +316.4% | +443.7% |
| All | +819.5% | +478.7% | +340.7% | +530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling