+114.2%
PG vs MGY
+210.4%
-96.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | +3.5% | -4.3% | -0.9% |
| 30D | +0.8% | +5.3% | -4.4% | +0.6% |
| 3M | -1.3% | +2.6% | -4.0% | -1.5% |
| 6M | -3.8% | -3.3% | -0.5% | -3.9% |
| YTD | +3.6% | +29.2% | -25.6% | +2.1% |
| 1Y | -5.7% | +18.0% | -23.8% | -6.8% |
| 3Y | +1.6% | +30.0% | -28.4% | -0.7% |
| 5Y | +14.6% | +92.7% | -78.1% | +8.3% |
| All | +114.2% | +210.4% | -96.1% | +83.5% |
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