+89.0%
MGY vs PFGC
+110.3%
-21.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.5% | -4.8% | +8.3% | +4.9% |
| 30D | +5.3% | -12.5% | +17.8% | +9.0% |
| 3M | +2.6% | -9.7% | +12.4% | +5.1% |
| 6M | -3.3% | +7.0% | -10.3% | -6.5% |
| YTD | +29.2% | +4.5% | +24.7% | +24.9% |
| 1Y | +18.0% | -11.6% | +29.6% | +20.7% |
| 3Y | +30.0% | +58.5% | -28.5% | +8.7% |
| All | +89.0% | +110.3% | -21.3% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling