-13.5%
PCG vs MAGS
+188.2%
-201.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | -13.9% | +0.5% | -14.4% | -13.9% |
| 30D | -16.9% | +1.5% | -18.4% | -17.0% |
| 3M | -14.7% | +0.5% | -15.2% | -14.8% |
| 6M | -23.8% | +11.6% | -35.4% | -24.8% |
| YTD | -10.5% | +5.3% | -15.8% | -11.2% |
| 1Y | -5.1% | +14.9% | -20.0% | -6.9% |
| 3Y | -11.6% | +128.9% | -140.5% | -17.9% |
| All | -13.5% | +188.2% | -201.7% | -17.3% |
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