+191.5%
MAGS vs PFG
+77.0%
+114.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +0.5% | +5.5% | -5.0% | -1.6% |
| 30D | +1.5% | +2.4% | -0.9% | +0.5% |
| 3M | +0.5% | +13.6% | -13.1% | -4.8% |
| 6M | +11.6% | +27.9% | -16.3% | +0.6% |
| YTD | +5.3% | +35.6% | -30.3% | -7.6% |
| 1Y | +14.9% | +48.5% | -33.6% | -3.2% |
| 3Y | +128.9% | +66.9% | +62.0% | +82.8% |
| All | +191.5% | +77.0% | +114.5% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling