+54.2%
PCG vs MGY
+94.8%
-40.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.5% |
| 7D | +6.5% | +1.5% | +5.0% | +6.2% |
| 30D | -16.7% | +6.8% | -23.6% | -17.7% |
| 3M | -14.2% | +2.6% | -16.8% | -14.8% |
| 6M | -21.5% | -3.1% | -18.3% | -21.6% |
| YTD | -11.2% | +29.4% | -40.6% | -16.1% |
| 1Y | -4.2% | +22.3% | -26.5% | -8.7% |
| 3Y | -14.9% | +26.6% | -41.4% | -21.2% |
| 5Y | +54.2% | +92.1% | -37.9% | +30.6% |
| All | +54.2% | +94.8% | -40.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling