-10.4%
PCG vs MAGS
+186.6%
-197.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +3.7% |
| 7D | +5.4% | +1.2% | +4.2% | +5.3% |
| 30D | -15.1% | -0.1% | -15.0% | -15.1% |
| 3M | -9.8% | +3.8% | -13.6% | -10.1% |
| 6M | -18.0% | +13.2% | -31.3% | -19.2% |
| YTD | -7.2% | +4.7% | -12.0% | -7.9% |
| 1Y | +2.9% | +14.4% | -11.5% | +0.9% |
| 3Y | -11.1% | +128.6% | -139.6% | -17.3% |
| All | -10.4% | +186.6% | -197.0% | -14.2% |
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 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