+191.5%
MAGS vs PFGC
+62.7%
+128.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +0.5% | -2.2% | +2.7% | +1.1% |
| 30D | +1.5% | -11.9% | +13.4% | +4.9% |
| 3M | +0.5% | +5.0% | -4.5% | -1.4% |
| 6M | +11.6% | +8.6% | +3.0% | +8.2% |
| YTD | +5.3% | +9.7% | -4.4% | +1.1% |
| 1Y | +14.9% | -6.3% | +21.2% | +16.1% |
| 3Y | +128.9% | +58.2% | +70.7% | +97.2% |
| All | +191.5% | +62.7% | +128.8% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling