+18.0%
MGY vs PPG
-0.8%
+18.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.3% |
| 7D | +3.5% | -6.2% | +9.8% | +1.4% |
| 30D | +5.3% | -7.9% | +13.2% | +2.6% |
| 3M | +2.6% | -10.2% | +12.9% | -0.1% |
| 6M | -3.3% | +2.7% | -5.9% | -3.1% |
| YTD | +29.2% | +4.9% | +24.3% | +28.7% |
| 1Y | +18.0% | -3.2% | +21.2% | +8.1% |
| All | +18.0% | -0.8% | +18.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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