+159.0%
MGY vs PENG
+444.1%
-285.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.5% | +2.5% |
| 7D | -6.1% | -16.1% | +10.0% | -4.3% |
| 30D | -3.9% | -41.5% | +37.6% | +2.8% |
| 3M | -11.0% | -19.1% | +8.1% | -10.4% |
| 6M | -15.6% | +0.9% | -16.5% | -21.4% |
| YTD | +7.8% | +128.2% | -120.4% | -15.7% |
| 1Y | +5.8% | +98.6% | -92.7% | -15.2% |
| 3Y | +16.5% | +188.2% | -171.7% | -18.4% |
| 5Y | +28.5% | +55.5% | -27.1% | -5.2% |
| All | +159.0% | +444.1% | -285.1% | +51.9% |
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