+32.7%
PPL vs MGY
+210.8%
-178.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.7% |
| 7D | 0.0% | +1.5% | -1.5% | -0.2% |
| 30D | -1.3% | +6.8% | -8.1% | -2.1% |
| 3M | -2.6% | +2.6% | -5.2% | -3.1% |
| 6M | -8.4% | -3.1% | -5.3% | -8.5% |
| YTD | +0.2% | +29.4% | -29.2% | -3.6% |
| 1Y | -0.2% | +22.3% | -22.5% | -3.4% |
| 3Y | +52.9% | +26.6% | +26.4% | +45.1% |
| 5Y | +36.8% | +92.1% | -55.3% | +19.1% |
| All | +32.7% | +210.8% | -178.1% | -8.5% |
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 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