+134.1%
PSX vs MGY
+25.2%
+109.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.7% | +3.5% | -1.8% | -0.3% |
| 30D | +15.6% | +5.3% | +10.4% | +12.0% |
| 3M | +46.5% | +2.6% | +43.8% | +43.1% |
| 6M | +55.0% | -3.3% | +58.3% | +56.4% |
| YTD | +105.3% | +29.2% | +76.1% | +73.8% |
| 1Y | +101.6% | +18.0% | +83.6% | +79.7% |
| 3Y | +134.1% | +30.0% | +104.1% | +97.6% |
| All | +134.1% | +25.2% | +109.0% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling