+14.9%
PSA vs MGY
+88.8%
-73.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -1.8% | +3.5% | -5.4% | -2.2% |
| 30D | -8.4% | +5.3% | -13.6% | -8.9% |
| 3M | -7.8% | +2.6% | -10.5% | -8.3% |
| 6M | +0.8% | -3.3% | +4.1% | +0.6% |
| YTD | +16.5% | +29.2% | -12.7% | +11.8% |
| 1Y | +4.7% | +18.0% | -13.3% | +1.6% |
| 3Y | +21.1% | +30.0% | -9.0% | +14.0% |
| All | +14.9% | +88.8% | -73.9% | +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 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