+6.3%
MAGS vs PPG
+38.5%
-32.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.7% | +1.5% |
| 7D | -1.4% | +7.5% | -8.8% | -2.5% |
| 30D | -4.4% | +20.9% | -25.3% | -7.4% |
| 3M | +1.9% | +8.7% | -6.8% | +0.5% |
| 6M | +4.9% | +23.8% | -18.9% | +1.1% |
| YTD | +6.5% | +26.5% | -20.0% | +2.8% |
| 1Y | +6.3% | +37.6% | -31.3% | +2.7% |
| All | +6.3% | +38.5% | -32.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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