-18.3%
PCG vs MAGS
+122.1%
-140.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +2.2% | +1.7% | +0.5% | +2.0% |
| 30D | +0.8% | -5.8% | +6.5% | +1.3% |
| 3M | -23.8% | +0.2% | -24.0% | -23.8% |
| 6M | -19.6% | -2.7% | -17.0% | -19.4% |
| YTD | -16.7% | +4.1% | -20.8% | -17.3% |
| 1Y | -19.4% | +7.5% | -26.9% | -20.3% |
| 3Y | -18.3% | +122.0% | -140.3% | -26.5% |
| All | -18.3% | +122.1% | -140.4% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling