+32.8%
PFE vs MGY
+210.4%
-177.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.6% | +3.5% | -6.1% | -2.8% |
| 30D | +5.4% | +5.3% | +0.1% | +4.9% |
| 3M | +7.8% | +2.6% | +5.1% | +7.4% |
| 6M | +5.0% | -3.3% | +8.3% | +5.0% |
| YTD | +17.1% | +29.2% | -12.1% | +14.1% |
| 1Y | +19.3% | +18.0% | +1.3% | +17.1% |
| 3Y | -0.9% | +30.0% | -31.0% | -4.4% |
| 5Y | -20.8% | +92.7% | -113.5% | -27.4% |
| All | +32.8% | +210.4% | -177.6% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling