+61.3%
PCAR vs MAGS
+180.2%
-119.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.7% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | -4.6% | -8.4% | +3.8% | -2.1% |
| 3M | -22.6% | -1.5% | -21.0% | -22.4% |
| 6M | -12.0% | -1.4% | -10.6% | -12.0% |
| YTD | -6.1% | +2.4% | -8.5% | -7.5% |
| 1Y | +6.3% | +3.5% | +2.8% | +4.3% |
| 3Y | +31.8% | +125.3% | -93.5% | +3.2% |
| All | +61.3% | +180.2% | -119.0% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling