+2,543.9%
PG vs MS
+6,088.6%
-3,544.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -0.2% | -0.3% | 0.0% | -0.2% |
| 3M | +4.8% | +0.3% | +4.5% | +4.6% |
| 6M | -6.1% | +31.3% | -37.4% | -9.7% |
| YTD | +4.5% | +24.7% | -20.2% | +0.9% |
| 1Y | -5.3% | +47.9% | -53.2% | -10.8% |
| 3Y | +2.6% | +178.3% | -175.8% | -12.6% |
| 5Y | +15.6% | +144.9% | -129.3% | -0.6% |
| 10Y | +118.0% | +804.5% | -686.5% | +52.6% |
| All | +2,543.9% | +6,088.6% | -3,544.6% | +871.3% |
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