+116.9%
MGY vs PCOR
-9.2%
+126.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -6.1% | +20.7% | -26.8% | -9.3% |
| 30D | -3.9% | +35.7% | -39.6% | -9.2% |
| 3M | -11.0% | +31.1% | -42.0% | -15.7% |
| 6M | -15.6% | +43.1% | -58.7% | -21.9% |
| YTD | +7.8% | +4.8% | +3.0% | +5.0% |
| 1Y | +5.8% | -3.7% | +9.5% | +5.0% |
| 3Y | +16.5% | +46.5% | -30.0% | +4.2% |
| 5Y | +28.5% | -17.3% | +45.7% | +19.9% |
| All | +116.9% | -9.2% | +126.1% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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