-1.7%
PEP vs MGY
+19.0%
-20.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.0% | +3.5% | -4.5% | -0.9% |
| 30D | -0.7% | +5.3% | -5.9% | -0.6% |
| 3M | -4.1% | +2.6% | -6.8% | -4.0% |
| 6M | -13.1% | -3.3% | -9.8% | -13.0% |
| YTD | -2.1% | +29.2% | -31.3% | -2.6% |
| 1Y | -1.7% | +18.0% | -19.7% | -3.5% |
| All | -1.7% | +19.0% | -20.7% | -3.5% |
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