+857.9%
PBR vs MGY
+209.8%
+648.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +4.2% | +1.8% | +2.4% | +3.3% |
| 30D | +22.7% | +6.5% | +16.2% | +18.9% |
| 3M | +21.5% | +0.3% | +21.2% | +20.7% |
| 6M | +24.0% | -2.4% | +26.4% | +24.7% |
| YTD | +88.2% | +29.0% | +59.3% | +63.9% |
| 1Y | +74.8% | +17.0% | +57.8% | +59.4% |
| 3Y | +105.1% | +26.2% | +79.0% | +74.6% |
| 5Y | +572.2% | +92.3% | +479.9% | +321.0% |
| All | +857.9% | +209.8% | +648.1% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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