+3.1%
MAGS vs PCOR
-4.6%
+7.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.3% | +20.7% | -21.0% | -2.3% |
| 30D | -7.1% | +35.7% | -42.7% | -10.0% |
| 3M | -0.7% | +31.1% | -31.8% | -3.7% |
| 6M | -1.5% | +43.1% | -44.7% | -5.4% |
| YTD | +3.9% | +4.8% | -0.9% | +6.6% |
| 1Y | +3.1% | -3.7% | +6.8% | +9.0% |
| All | +3.1% | -4.6% | +7.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling