+210.4%
MGY vs PBF
+331.3%
-120.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | +3.5% | +5.3% | -1.8% | +1.5% |
| 30D | +5.3% | +11.7% | -6.5% | +0.4% |
| 3M | +2.6% | +91.1% | -88.4% | -21.8% |
| 6M | -3.3% | +88.4% | -91.7% | -26.8% |
| YTD | +29.2% | +194.1% | -164.8% | -19.3% |
| 1Y | +18.0% | +180.4% | -162.4% | -26.2% |
| 3Y | +30.0% | +59.3% | -29.3% | -5.3% |
| 5Y | +92.7% | +816.3% | -723.6% | -34.2% |
| All | +210.4% | +331.3% | -120.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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