+189.2%
MAGS vs PFGC
+83.4%
+105.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | -6.9% | +17.4% | -24.3% | -10.8% |
| 3M | +0.7% | -2.4% | +3.1% | +1.2% |
| 6M | -0.8% | +18.2% | -19.0% | -5.8% |
| YTD | +4.4% | +23.7% | -19.2% | -3.0% |
| 1Y | +3.9% | +15.0% | -11.0% | -1.2% |
| 3Y | +122.7% | +82.3% | +40.4% | +85.7% |
| All | +189.2% | +83.4% | +105.8% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling