+27.3%
PCAR vs MGY
+21.4%
+5.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | -1.6% | +1.8% | -3.4% | -1.4% |
| 30D | -7.3% | +6.5% | -13.8% | -6.9% |
| 3M | +7.8% | +0.3% | +7.5% | +8.8% |
| 6M | +3.6% | -2.4% | +6.0% | +2.7% |
| YTD | +12.9% | +29.0% | -16.1% | +6.2% |
| 1Y | +27.3% | +17.0% | +10.3% | +22.0% |
| All | +27.3% | +21.4% | +5.9% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling