+2,965.3%
PG vs MS
+5,263.8%
-2,298.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.1% | +0.8% | +3.3% | +3.9% |
| 30D | +12.3% | -0.7% | +13.0% | +12.3% |
| 3M | +15.9% | -12.4% | +28.3% | +17.8% |
| 6M | +16.8% | -1.7% | +18.6% | +16.7% |
| YTD | +21.1% | +8.0% | +13.1% | +19.0% |
| 1Y | +19.3% | +16.2% | +3.1% | +16.0% |
| 3Y | +20.6% | +171.3% | -150.7% | +3.1% |
| 5Y | +30.7% | +124.8% | -94.1% | +13.6% |
| 10Y | +166.7% | +553.7% | -387.0% | +94.8% |
| All | +2,965.3% | +5,263.8% | -2,298.5% | +1,046.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling