+7.5%
MAGS vs PFGC
+15.6%
-8.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.7% | +3.4% | -1.7% | +1.4% |
| 30D | -5.8% | +16.9% | -22.7% | -6.9% |
| 3M | +0.2% | +6.4% | -6.2% | -0.3% |
| 6M | -2.7% | +16.0% | -18.7% | -3.9% |
| YTD | +4.1% | +23.6% | -19.5% | +2.4% |
| 1Y | +7.5% | +16.6% | -9.1% | +4.2% |
| All | +7.5% | +15.6% | -8.1% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling