+30.1%
PCAR vs MAGS
+15.9%
+14.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -6.2% | +1.5% | -7.7% | -6.7% |
| 3M | +5.9% | +0.5% | +5.4% | +5.8% |
| 6M | +0.4% | +11.6% | -11.2% | -3.9% |
| YTD | +14.8% | +5.3% | +9.5% | +10.9% |
| 1Y | +30.1% | +14.9% | +15.2% | +24.4% |
| All | +30.1% | +15.9% | +14.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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