+30.2%
MGY vs PENG
+107.0%
-76.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +1.5% | +7.3% | -5.8% | +1.1% |
| 30D | +6.8% | -7.5% | +14.3% | +7.2% |
| 3M | +2.6% | -17.2% | +19.8% | +2.8% |
| 6M | -3.1% | +176.7% | -179.9% | -12.8% |
| YTD | +29.4% | +161.0% | -131.6% | +16.7% |
| 1Y | +22.3% | +108.8% | -86.5% | +12.2% |
| All | +30.2% | +107.0% | -76.8% | +15.0% |
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 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