+189.1%
MAGS vs PENG
+193.5%
-4.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.3% |
| 7D | +3.0% | +34.6% | -31.6% | -1.7% |
| 30D | -7.3% | -35.9% | +28.6% | -2.2% |
| 3M | +1.7% | -14.7% | +16.4% | +2.0% |
| 6M | -0.4% | +13.5% | -13.9% | -8.4% |
| YTD | +4.4% | +156.1% | -151.7% | -19.3% |
| 1Y | +5.1% | +141.3% | -136.3% | -18.0% |
| 3Y | +122.6% | +223.4% | -100.8% | +60.2% |
| All | +189.1% | +193.5% | -4.4% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling