-6.5%
PG vs MS
+42.2%
-48.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.1% |
| 7D | -2.7% | -2.1% | -0.6% | -2.9% |
| 30D | -1.5% | -1.1% | -0.4% | -1.7% |
| 3M | -3.4% | +3.5% | -6.8% | -3.0% |
| 6M | -7.0% | +33.7% | -40.7% | -3.5% |
| YTD | +2.0% | +21.8% | -19.8% | +3.7% |
| 1Y | -6.5% | +41.1% | -47.6% | -3.0% |
| All | -6.5% | +42.2% | -48.7% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling