+303.0%
PCAR vs MGY
+199.8%
+103.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -0.5% | +2.1% | -2.6% | -0.9% |
| 30D | -6.2% | +13.8% | -20.0% | -8.7% |
| 3M | +5.9% | -4.3% | +10.2% | +6.3% |
| 6M | +0.4% | -5.1% | +5.5% | +0.4% |
| YTD | +14.8% | +24.8% | -10.0% | +8.4% |
| 1Y | +30.1% | +11.8% | +18.3% | +25.3% |
| 3Y | +66.7% | +23.5% | +43.1% | +56.0% |
| 5Y | +166.1% | +87.5% | +78.6% | +123.0% |
| All | +303.0% | +199.8% | +103.2% | +186.1% |
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