+190.4%
MAGS vs PPG
-18.3%
+208.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.4% |
| 7D | -1.8% | -5.1% | +3.4% | -0.1% |
| 30D | +1.1% | -9.6% | +10.6% | +4.4% |
| 3M | +7.7% | -6.4% | +14.2% | +9.6% |
| 6M | +11.7% | +0.5% | +11.2% | +10.3% |
| YTD | +4.9% | +4.4% | +0.4% | +1.2% |
| 1Y | +14.3% | -0.9% | +15.2% | +12.4% |
| 3Y | +128.9% | -17.0% | +145.9% | +126.3% |
| All | +190.4% | -18.3% | +208.7% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling