-20.6%
PFE vs MGY
+85.8%
-106.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | -4.3% | +1.5% | -5.8% | -4.3% |
| 30D | +2.7% | +6.8% | -4.1% | +2.4% |
| 3M | +10.0% | +2.6% | +7.4% | +9.8% |
| 6M | +7.2% | -3.1% | +10.3% | +7.1% |
| YTD | +17.3% | +29.4% | -12.1% | +15.3% |
| 1Y | +20.3% | +22.3% | -2.0% | +18.5% |
| 3Y | -1.6% | +26.6% | -28.2% | -3.7% |
| All | -20.6% | +85.8% | -106.4% | -16.2% |
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 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