+30.0%
MGY vs PNR
-14.5%
+44.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +3.5% | -6.0% | +9.6% | +5.0% |
| 30D | +5.3% | -14.0% | +19.2% | +9.0% |
| 3M | +2.6% | -21.7% | +24.3% | +8.0% |
| 6M | -3.3% | -37.3% | +34.0% | +8.9% |
| YTD | +29.2% | -45.1% | +74.3% | +52.7% |
| 1Y | +18.0% | -49.1% | +67.2% | +44.3% |
| 3Y | +30.0% | -14.8% | +44.8% | +30.7% |
| All | +30.0% | -14.5% | +44.5% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling