+18.8%
PGR vs MGY
+10.4%
+8.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +1.3% | -10.3% | +11.6% | +1.6% |
| 30D | +10.0% | -1.8% | +11.7% | +9.9% |
| 3M | +9.6% | -0.1% | +9.7% | +9.7% |
| 6M | +18.0% | -22.8% | +40.8% | +19.2% |
| YTD | +9.0% | +9.5% | -0.5% | +8.8% |
| 1Y | +18.8% | +12.6% | +6.2% | +18.0% |
| All | +18.8% | +10.4% | +8.4% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling