-77.8%
PCG vs MGY
+199.8%
-277.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | -13.9% | +2.1% | -16.0% | -14.3% |
| 30D | -16.9% | +13.8% | -30.7% | -19.3% |
| 3M | -14.7% | -4.3% | -10.5% | -14.4% |
| 6M | -23.8% | -5.1% | -18.8% | -23.8% |
| YTD | -10.5% | +24.8% | -35.3% | -15.8% |
| 1Y | -5.1% | +11.8% | -16.9% | -8.8% |
| 3Y | -11.6% | +23.5% | -35.1% | -18.8% |
| 5Y | +59.0% | +87.5% | -28.5% | +26.7% |
| All | -77.8% | +199.8% | -277.6% | -86.4% |
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