+116.1%
PG vs MSI
+605.3%
-489.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +0.8% | -0.8% | +1.6% | +1.0% |
| 3M | -1.3% | +13.9% | -15.3% | -5.0% |
| 6M | -3.8% | +1.3% | -5.2% | -4.7% |
| YTD | +3.6% | +22.3% | -18.7% | -2.9% |
| 1Y | -5.7% | -3.9% | -1.9% | -5.4% |
| 3Y | +1.6% | +69.9% | -68.3% | -14.5% |
| 5Y | +14.6% | +103.8% | -89.2% | -9.7% |
| All | +116.1% | +605.3% | -489.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling