+12.5%
PCAR vs MAGS
+3.5%
+9.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +2.2% | -2.0% | +4.2% | +2.7% |
| 30D | +0.3% | -6.9% | +7.2% | +2.1% |
| 3M | -17.9% | +0.7% | -18.6% | -18.4% |
| 6M | -3.4% | -0.8% | -2.6% | -3.3% |
| YTD | -0.1% | +4.4% | -4.5% | -4.5% |
| All | +12.5% | +3.5% | +9.0% | +7.6% |
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