+23.6%
MGY vs PENG
+209.7%
-186.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.0% | +1.9% |
| 7D | +4.5% | +13.2% | -8.7% | +3.6% |
| 30D | -0.4% | -29.9% | +29.5% | +1.4% |
| 3M | -4.3% | -22.2% | +17.9% | -3.6% |
| 6M | -12.9% | -1.9% | -11.0% | -15.8% |
| YTD | +15.2% | +142.1% | -126.9% | -2.4% |
| 1Y | +10.3% | +151.5% | -141.2% | -7.2% |
| 3Y | +23.6% | +206.9% | -183.3% | -5.7% |
| All | +23.6% | +209.7% | -186.1% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling