+1,981.2%
PWR vs MGY
+210.4%
+1,770.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +4.2% | +3.5% | +0.6% | +3.2% |
| 30D | -4.0% | +5.3% | -9.3% | -5.4% |
| 3M | -4.8% | +2.6% | -7.4% | -5.9% |
| 6M | +14.6% | -3.3% | +17.9% | +14.3% |
| YTD | +54.2% | +29.2% | +25.0% | +41.4% |
| 1Y | +67.1% | +18.0% | +49.1% | +56.6% |
| 3Y | +218.5% | +30.0% | +188.4% | +185.4% |
| 5Y | +466.3% | +92.7% | +373.6% | +337.8% |
| All | +1,981.2% | +210.4% | +1,770.8% | +1,234.3% |
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