+172.4%
MGY vs PENG
+510.6%
-338.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | +3.5% | +34.6% | -31.1% | -1.3% |
| 30D | -3.0% | -35.9% | +32.9% | +2.4% |
| 3M | -7.6% | -14.7% | +7.1% | -7.8% |
| 6M | -14.4% | +13.5% | -27.9% | -21.7% |
| YTD | +13.4% | +156.1% | -142.7% | -12.9% |
| 1Y | +9.2% | +141.3% | -132.2% | -15.4% |
| 3Y | +22.6% | +223.4% | -200.9% | -15.7% |
| 5Y | +33.6% | +67.4% | -33.8% | -2.2% |
| All | +172.4% | +510.6% | -338.2% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling