+199.8%
MGY vs PENG
+530.8%
-331.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.5% |
| 7D | +2.1% | +4.5% | -2.4% | +1.3% |
| 30D | +13.8% | -7.1% | +20.9% | +14.7% |
| 3M | -4.3% | -27.3% | +23.0% | -2.2% |
| 6M | -5.1% | +169.6% | -174.6% | -25.5% |
| YTD | +24.8% | +164.6% | -139.8% | -2.3% |
| 1Y | +11.8% | +109.5% | -97.7% | -9.3% |
| 3Y | +23.5% | +98.9% | -75.4% | -7.3% |
| 5Y | +87.5% | +116.3% | -28.8% | +32.5% |
| All | +199.8% | +530.8% | -331.1% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling