+128.6%
MAGS vs PFGC
+63.1%
+65.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | 0.0% |
| 7D | +1.2% | -2.4% | +3.7% | +2.0% |
| 30D | -0.1% | -15.8% | +15.7% | +4.9% |
| 3M | +3.8% | -0.6% | +4.4% | +3.4% |
| 6M | +13.2% | +10.7% | +2.6% | +8.7% |
| YTD | +4.7% | +7.6% | -2.9% | +0.5% |
| 1Y | +14.4% | -7.8% | +22.2% | +16.3% |
| 3Y | +128.6% | +63.7% | +64.8% | +90.2% |
| All | +128.6% | +63.1% | +65.5% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling