+18.0%
MGY vs PBF
+184.8%
-166.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +3.5% | +5.3% | -1.8% | +2.3% |
| 30D | +5.3% | +11.7% | -6.5% | +2.2% |
| 3M | +2.6% | +91.1% | -88.4% | -14.6% |
| 6M | -3.3% | +88.4% | -91.7% | -19.6% |
| YTD | +29.2% | +194.1% | -164.8% | -6.2% |
| 1Y | +18.0% | +180.4% | -162.4% | -15.4% |
| All | +18.0% | +184.8% | -166.8% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling