+30.0%
MGY vs PFGC
+58.8%
-28.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.5% | -4.8% | +8.3% | +4.6% |
| 30D | +5.3% | -12.5% | +17.8% | +8.3% |
| 3M | +2.6% | -9.7% | +12.4% | +4.5% |
| 6M | -3.3% | +7.0% | -10.3% | -6.4% |
| YTD | +29.2% | +4.5% | +24.7% | +24.6% |
| 1Y | +18.0% | -11.6% | +29.6% | +22.4% |
| 3Y | +30.0% | +58.5% | -28.5% | +4.7% |
| All | +30.0% | +58.8% | -28.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling