-0.8%
MAGS vs PENG
+6.5%
-7.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -0.3% |
| 7D | -2.0% | +1.9% | -3.8% | -2.4% |
| 30D | -6.9% | -37.8% | +30.9% | -4.6% |
| 3M | +0.7% | -14.1% | +14.8% | +0.9% |
| 6M | -0.8% | +13.1% | -13.9% | -5.5% |
| All | -0.8% | +6.5% | -7.3% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling