+209.8%
MGY vs PFGC
+247.5%
-37.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +1.8% | -4.8% | +6.6% | +3.8% |
| 30D | +6.5% | -17.2% | +23.7% | +14.7% |
| 3M | +0.3% | -6.3% | +6.7% | +2.4% |
| 6M | -2.4% | +8.8% | -11.2% | -7.5% |
| YTD | +29.0% | +4.9% | +24.1% | +22.9% |
| 1Y | +17.0% | -9.5% | +26.5% | +18.5% |
| 3Y | +26.2% | +59.6% | -33.4% | -1.3% |
| 5Y | +92.3% | +113.5% | -21.2% | +26.0% |
| All | +209.8% | +247.5% | -37.7% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling