+128.6%
MAGS vs PFG
+71.3%
+57.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +1.2% | +6.0% | -4.8% | -1.3% |
| 30D | -0.1% | +2.2% | -2.3% | -1.1% |
| 3M | +3.8% | +10.4% | -6.5% | -0.9% |
| 6M | +13.2% | +27.8% | -14.5% | +1.0% |
| YTD | +4.7% | +33.6% | -28.9% | -8.8% |
| 1Y | +14.4% | +49.3% | -34.9% | -5.9% |
| 3Y | +128.6% | +69.7% | +58.8% | +79.7% |
| All | +128.6% | +71.3% | +57.2% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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