-1.4%
MAGS vs PENG
+11.1%
-12.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.4% | -11.4% | 0.0% |
| 7D | -1.4% | -19.4% | +18.1% | -0.1% |
| 30D | -8.4% | -42.4% | +34.0% | -5.3% |
| 3M | -1.5% | -25.6% | +24.1% | 0.0% |
| 6M | -1.4% | +7.3% | -8.6% | -1.4% |
| All | -1.4% | +11.1% | -12.4% | -1.4% |
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