+308.7%
PG vs MSCI
+3,191.3%
-2,882.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.8% |
| 7D | +2.7% | +3.0% | -0.3% | +2.1% |
| 30D | +9.2% | +17.8% | -8.6% | +6.2% |
| 3M | +18.5% | +15.2% | +3.3% | +15.6% |
| 6M | +21.1% | +16.5% | +4.6% | +17.6% |
| YTD | +21.9% | +16.4% | +5.6% | +18.0% |
| 1Y | +18.1% | +16.8% | +1.3% | +14.2% |
| 3Y | +20.6% | +35.8% | -15.2% | +12.2% |
| 5Y | +31.8% | +7.0% | +24.8% | +25.4% |
| 10Y | +166.5% | +818.6% | -652.1% | +73.4% |
| All | +308.7% | +3,191.3% | -2,882.6% | +108.2% |
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