+91.6%
MGY vs PENG
+107.7%
-16.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | -0.9% | +7.8% | -8.7% | -1.8% |
| 30D | +10.1% | -12.2% | +22.3% | +11.4% |
| 3M | -1.5% | -20.6% | +19.2% | -0.8% |
| 6M | -4.9% | +180.9% | -185.9% | -22.1% |
| YTD | +27.7% | +162.3% | -134.6% | +5.1% |
| 1Y | +20.1% | +107.3% | -87.2% | +2.0% |
| 3Y | +24.9% | +110.8% | -85.9% | -2.0% |
| 5Y | +91.6% | +117.8% | -26.3% | +50.9% |
| All | +91.6% | +107.7% | -16.1% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling