+127.3%
MAGS vs PENG
+101.4%
+25.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.8% | -2.4% |
| 7D | +0.5% | +4.5% | -4.0% | -0.2% |
| 30D | +1.5% | -7.1% | +8.6% | +2.3% |
| 3M | +0.5% | -27.3% | +27.7% | +2.8% |
| 6M | +11.6% | +169.6% | -158.0% | -12.4% |
| YTD | +5.3% | +164.6% | -159.3% | -17.6% |
| 1Y | +14.9% | +109.5% | -94.6% | -6.6% |
| All | +127.3% | +101.4% | +25.9% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling