+14.3%
MAGS vs PFGC
-9.2%
+23.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -1.8% | -4.8% | +3.1% | -1.5% |
| 30D | +1.1% | -17.2% | +18.3% | +2.2% |
| 3M | +7.7% | -6.3% | +14.1% | +8.1% |
| 6M | +11.7% | +8.8% | +2.9% | +10.7% |
| YTD | +4.9% | +4.9% | 0.0% | +4.5% |
| 1Y | +14.3% | -9.5% | +23.8% | +11.8% |
| All | +14.3% | -9.2% | +23.6% | +11.8% |
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