+6.3%
MAGS vs PENG
+120.5%
-114.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.1% | +11.3% | +3.0% |
| 7D | -1.4% | -20.5% | +19.1% | +0.4% |
| 30D | -4.4% | -20.4% | +16.0% | -2.9% |
| 3M | +1.9% | -16.4% | +18.3% | +2.7% |
| 6M | +4.9% | +49.2% | -44.3% | -4.9% |
| YTD | +6.5% | +147.2% | -140.6% | -12.6% |
| 1Y | +6.3% | +124.7% | -118.4% | -11.3% |
| All | +6.3% | +120.5% | -114.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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