+93.7%
PCAR vs MAGS
+186.6%
-92.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -7.7% | -0.1% | -7.6% | -7.7% |
| 3M | +3.7% | +3.8% | -0.1% | +2.3% |
| 6M | +2.3% | +13.2% | -10.9% | -2.0% |
| YTD | +12.8% | +4.7% | +8.1% | +10.6% |
| 1Y | +27.8% | +14.4% | +13.4% | +21.6% |
| 3Y | +61.8% | +128.6% | -66.8% | +25.8% |
| All | +93.7% | +186.6% | -92.9% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling