+210.4%
MGY vs PFG
+151.1%
+59.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | +3.5% | -0.4% | +4.0% | +3.8% |
| 30D | +5.3% | +2.9% | +2.4% | +2.7% |
| 3M | +2.6% | +6.7% | -4.1% | -2.8% |
| 6M | -3.3% | +33.8% | -37.1% | -22.5% |
| YTD | +29.2% | +35.0% | -5.7% | +2.4% |
| 1Y | +18.0% | +46.4% | -28.4% | -12.2% |
| 3Y | +30.0% | +71.7% | -41.6% | -14.8% |
| 5Y | +92.7% | +113.7% | -21.0% | +4.8% |
| All | +210.4% | +151.1% | +59.3% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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