+18.0%
MGY vs PEG
-8.5%
+26.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.5% | -0.9% | +4.4% | +3.6% |
| 30D | +5.3% | -3.7% | +9.0% | +5.6% |
| 3M | +2.6% | -7.3% | +9.9% | +3.6% |
| 6M | -3.3% | -10.5% | +7.2% | -2.1% |
| YTD | +29.2% | -7.5% | +36.7% | +29.2% |
| 1Y | +18.0% | -8.7% | +26.8% | +18.1% |
| All | +18.0% | -8.5% | +26.5% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling