+193.4%
MAGS vs PFGC
+54.9%
+138.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +0.6% | -4.8% | +5.4% | +1.9% |
| 30D | +3.2% | -12.5% | +15.8% | +6.9% |
| 3M | +7.7% | -9.7% | +17.4% | +10.3% |
| 6M | +12.5% | +7.0% | +5.4% | +9.4% |
| YTD | +6.0% | +4.5% | +1.5% | +3.0% |
| 1Y | +14.4% | -11.6% | +26.0% | +17.5% |
| 3Y | +127.5% | +58.5% | +69.0% | +98.0% |
| All | +193.4% | +54.9% | +138.5% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling