+248.1%
PG vs MSCI
+2,648.6%
-2,400.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | 0.0% |
| 7D | -0.4% | -2.1% | +1.6% | -0.1% |
| 30D | -0.1% | -1.7% | +1.6% | +0.1% |
| 3M | +1.1% | -8.2% | +9.3% | +2.4% |
| 6M | -3.8% | -2.4% | -1.4% | -3.8% |
| YTD | +3.8% | -2.8% | +6.7% | +3.7% |
| 1Y | -5.8% | -2.7% | -3.1% | -6.1% |
| 3Y | +3.0% | +7.3% | -4.3% | -0.3% |
| 5Y | +14.5% | -11.4% | +25.9% | +12.4% |
| 10Y | +117.8% | +605.8% | -488.1% | +48.0% |
| All | +248.1% | +2,648.6% | -2,400.5% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling