+151.1%
MGY vs PCOR
-30.9%
+182.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.7% |
| 7D | +2.1% | -9.0% | +11.1% | +3.8% |
| 30D | +13.8% | +4.2% | +9.6% | +12.7% |
| 3M | -4.3% | +14.4% | -18.7% | -7.2% |
| 6M | -5.1% | +0.2% | -5.2% | -6.3% |
| YTD | +24.8% | -20.3% | +45.0% | +28.2% |
| 1Y | +11.8% | -16.1% | +27.9% | +13.1% |
| 3Y | +23.5% | -14.7% | +38.2% | +21.3% |
| 5Y | +87.5% | -43.2% | +130.6% | +85.2% |
| All | +151.1% | -30.9% | +182.0% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling