+12.8%
PG vs MSCI
-11.6%
+24.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -2.7% | -4.7% | +2.0% | -2.0% |
| 30D | -1.5% | -2.2% | +0.6% | -1.3% |
| 3M | -3.4% | -9.7% | +6.3% | -2.2% |
| 6M | -7.0% | +0.3% | -7.2% | -7.3% |
| YTD | +2.0% | -3.5% | +5.5% | +1.9% |
| 1Y | -6.5% | -1.4% | -5.1% | -6.9% |
| 3Y | +1.2% | +6.6% | -5.4% | -1.6% |
| 5Y | +12.8% | -10.9% | +23.7% | +6.6% |
| All | +12.8% | -11.6% | +24.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling