+60.4%
PEP vs MGY
+206.7%
-146.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +0.7% | +10.1% | -9.5% | 0.0% |
| 3M | -0.5% | -1.5% | +0.9% | -0.6% |
| 6M | -11.3% | -4.9% | -6.4% | -11.2% |
| YTD | -0.6% | +27.7% | -28.3% | -2.5% |
| 1Y | +1.7% | +20.1% | -18.4% | 0.0% |
| 3Y | -12.5% | +24.9% | -37.3% | -14.8% |
| 5Y | +3.9% | +91.6% | -87.7% | -3.9% |
| All | +60.4% | +206.7% | -146.3% | +27.6% |
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 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