+193.4%
MAGS vs PPG
-18.0%
+211.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.6% | -6.2% | +6.9% | +2.8% |
| 30D | +3.2% | -7.9% | +11.2% | +6.0% |
| 3M | +7.7% | -10.2% | +17.9% | +11.2% |
| 6M | +12.5% | +2.7% | +9.8% | +10.3% |
| YTD | +6.0% | +4.9% | +1.1% | +2.1% |
| 1Y | +14.4% | -3.2% | +17.6% | +13.7% |
| 3Y | +127.5% | -17.0% | +144.5% | +124.8% |
| All | +193.4% | -18.0% | +211.4% | +190.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling