+131.7%
MGY vs PCOR
-7.6%
+139.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +4.5% | +3.0% | +1.5% | +4.0% |
| 30D | -0.4% | +38.7% | -39.1% | -6.2% |
| 3M | -4.3% | +24.9% | -29.2% | -8.5% |
| 6M | -12.9% | +68.8% | -81.6% | -21.7% |
| YTD | +15.2% | +6.7% | +8.5% | +11.9% |
| 1Y | +10.3% | +3.0% | +7.3% | +8.0% |
| 3Y | +23.6% | +48.6% | -25.0% | +10.3% |
| 5Y | +35.7% | -12.7% | +48.4% | +25.8% |
| All | +131.7% | -7.6% | +139.3% | +115.7% |
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