+190.0%
MAGS vs PENG
+167.7%
+22.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -6.9% | +0.9% |
| 7D | +1.3% | -3.8% | +5.1% | +1.2% |
| 30D | -6.3% | -40.1% | +33.7% | -0.1% |
| 3M | -0.1% | -21.8% | +21.7% | +1.6% |
| 6M | -0.8% | +3.3% | -4.1% | -7.4% |
| YTD | +4.7% | +133.6% | -128.9% | -17.9% |
| 1Y | +6.8% | +110.7% | -103.9% | -14.8% |
| 3Y | +128.9% | +204.3% | -75.3% | +66.6% |
| All | +190.0% | +167.7% | +22.3% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling