+33.2%
PFE vs MGY
+206.7%
-173.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | +3.8% | +10.1% | -6.3% | +3.0% |
| 3M | +10.4% | -1.5% | +11.8% | +10.3% |
| 6M | +6.3% | -4.9% | +11.2% | +6.3% |
| YTD | +17.4% | +27.7% | -10.3% | +14.5% |
| 1Y | +21.1% | +20.1% | +1.1% | +18.7% |
| 3Y | -1.6% | +24.9% | -26.5% | -4.7% |
| 5Y | -22.2% | +91.6% | -113.7% | -28.6% |
| All | +33.2% | +206.7% | -173.5% | +11.6% |
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