-79.4%
PCG vs MGY
+176.7%
-256.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | +2.2% | +4.5% | -2.3% | +1.2% |
| 30D | +0.8% | -0.4% | +1.2% | +0.6% |
| 3M | -23.8% | -4.3% | -19.5% | -23.6% |
| 6M | -19.6% | -12.9% | -6.8% | -18.1% |
| YTD | -16.7% | +15.2% | -31.9% | -20.7% |
| 1Y | -19.4% | +10.3% | -29.7% | -22.5% |
| 3Y | -18.3% | +23.6% | -41.9% | -25.4% |
| 5Y | +10.4% | +35.7% | -25.3% | -5.1% |
| All | -79.4% | +176.7% | -256.0% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling