+11.8%
MGY vs PNR
-43.1%
+54.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +2.1% | -2.4% | +4.5% | +1.9% |
| 30D | +13.8% | -12.8% | +26.6% | +12.6% |
| 3M | -4.3% | -17.0% | +12.7% | -5.2% |
| 6M | -5.1% | -37.4% | +32.4% | -3.6% |
| YTD | +24.8% | -41.6% | +66.4% | +26.7% |
| 1Y | +11.8% | -44.6% | +56.4% | +15.6% |
| All | +11.8% | -43.1% | +54.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling