+112.2%
PG vs MS
+811.0%
-698.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -3.4% | +1.7% | -5.1% | -3.6% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | -3.3% | +3.0% | -6.3% | -4.0% |
| 6M | -6.7% | +35.7% | -42.4% | -11.5% |
| YTD | +1.7% | +23.3% | -21.6% | -2.3% |
| 1Y | -7.9% | +44.7% | -52.6% | -14.2% |
| 3Y | +0.9% | +178.0% | -177.1% | -18.8% |
| 5Y | +12.6% | +143.2% | -130.5% | -8.2% |
| All | +112.2% | +811.0% | -698.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling