+9.5%
MGY vs PENG
+120.5%
-111.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.1% | +3.9% | -5.4% |
| 7D | -12.1% | -20.5% | +8.4% | -12.5% |
| 30D | -2.6% | -20.4% | +17.7% | -2.9% |
| 3M | -4.2% | -16.4% | +12.2% | -4.1% |
| 6M | -23.9% | +49.2% | -73.1% | -19.7% |
| YTD | +8.8% | +147.2% | -138.4% | +15.4% |
| 1Y | +9.5% | +124.7% | -115.2% | +16.0% |
| All | +9.5% | +120.5% | -111.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling