+73.4%
PGR vs MSFU
+26.0%
+47.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.6% |
| 7D | -0.6% | -1.8% | +1.2% | -0.6% |
| 30D | +4.9% | +0.5% | +4.5% | +4.9% |
| 3M | +7.6% | +51.9% | -44.2% | +6.0% |
| 6M | +8.3% | +35.0% | -26.7% | +6.6% |
| YTD | +1.7% | -9.0% | +10.8% | +2.3% |
| 1Y | -6.8% | -18.8% | +12.0% | -5.9% |
| 3Y | +73.4% | +25.5% | +47.9% | +64.1% |
| All | +73.4% | +26.0% | +47.5% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling