+188.2%
MAGS vs PFG
+72.2%
+116.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.7% | +2.4% | -0.7% | +0.7% |
| 30D | -5.8% | +5.9% | -11.6% | -7.8% |
| 3M | +0.2% | -0.4% | +0.7% | +0.2% |
| 6M | -2.7% | +14.8% | -17.5% | -8.4% |
| YTD | +4.1% | +31.9% | -27.8% | -7.8% |
| 1Y | +7.5% | +38.8% | -31.3% | -6.9% |
| 3Y | +122.0% | +82.4% | +39.7% | +75.6% |
| All | +188.2% | +72.2% | +116.0% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling