+210.4%
MGY vs PNC
+163.5%
+46.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | +3.5% | -0.6% | +4.1% | +3.9% |
| 30D | +5.3% | -4.4% | +9.7% | +8.2% |
| 3M | +2.6% | +5.2% | -2.6% | -1.7% |
| 6M | -3.3% | +20.6% | -23.9% | -16.8% |
| YTD | +29.2% | +19.8% | +9.5% | +10.8% |
| 1Y | +18.0% | +24.4% | -6.4% | -2.1% |
| 3Y | +30.0% | +131.2% | -101.2% | -33.8% |
| 5Y | +92.7% | +53.1% | +39.6% | +29.8% |
| All | +210.4% | +163.5% | +46.9% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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