-21.2%
PCG vs MAGS
+180.2%
-201.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | +1.4% | -8.4% | +9.8% | +2.2% |
| 3M | -23.4% | -1.5% | -21.9% | -23.3% |
| 6M | -19.4% | -1.4% | -18.0% | -19.3% |
| YTD | -18.5% | +2.4% | -20.9% | -18.9% |
| 1Y | -19.5% | +3.5% | -23.1% | -20.0% |
| 3Y | -21.0% | +125.3% | -146.3% | -26.1% |
| All | -21.2% | +180.2% | -201.5% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling