+210.8%
MGY vs PBF
+321.4%
-110.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.0% |
| 30D | +6.8% | +15.8% | -9.0% | +0.4% |
| 3M | +2.6% | +90.3% | -87.7% | -21.7% |
| 6M | -3.1% | +102.8% | -105.9% | -28.8% |
| YTD | +29.4% | +187.3% | -157.9% | -18.5% |
| 1Y | +22.3% | +161.8% | -139.5% | -21.6% |
| 3Y | +26.6% | +55.5% | -28.9% | -7.0% |
| 5Y | +92.1% | +801.9% | -709.8% | -34.0% |
| All | +210.8% | +321.4% | -110.6% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling