+2,947.3%
PG vs MS
+5,351.0%
-2,403.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | +0.2% | -1.7% | +1.9% | +0.4% |
| 30D | +10.2% | +0.9% | +9.2% | +9.9% |
| 3M | +16.2% | -10.8% | +27.1% | +17.8% |
| 6M | +18.6% | +0.9% | +17.7% | +18.0% |
| YTD | +20.4% | +9.8% | +10.6% | +18.1% |
| 1Y | +16.2% | +17.1% | -0.9% | +12.9% |
| 3Y | +19.9% | +175.7% | -155.8% | +2.2% |
| 5Y | +30.3% | +125.9% | -95.6% | +13.2% |
| 10Y | +163.1% | +556.2% | -393.1% | +92.1% |
| All | +2,947.3% | +5,351.0% | -2,403.7% | +1,037.1% |
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