+210.8%
MGY vs PFG
+146.5%
+64.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.9% |
| 7D | +1.5% | +3.2% | -1.7% | -1.0% |
| 30D | +6.8% | +0.9% | +5.9% | +5.6% |
| 3M | +2.6% | +7.7% | -5.1% | -3.5% |
| 6M | -3.1% | +29.0% | -32.1% | -20.4% |
| YTD | +29.4% | +32.5% | -3.1% | +3.8% |
| 1Y | +22.3% | +47.3% | -25.0% | -9.5% |
| 3Y | +26.6% | +68.2% | -41.7% | -15.9% |
| 5Y | +92.1% | +108.5% | -16.4% | +6.3% |
| All | +210.8% | +146.5% | +64.3% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling