+2.9%
PEP vs MGY
+88.8%
-85.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.0% | +3.5% | -4.5% | -1.1% |
| 30D | -0.7% | +5.3% | -5.9% | -0.8% |
| 3M | -4.1% | +2.6% | -6.8% | -4.3% |
| 6M | -13.1% | -3.3% | -9.8% | -13.1% |
| YTD | -2.1% | +29.2% | -31.3% | -3.2% |
| 1Y | -1.7% | +18.0% | -19.7% | -2.5% |
| 3Y | -15.1% | +30.0% | -45.1% | -16.6% |
| All | +2.9% | +88.8% | -85.9% | +1.3% |
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