-12.7%
PEP vs MAGS
+180.2%
-192.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -0.9% |
| 7D | +2.9% | -1.4% | +4.3% | +2.8% |
| 30D | +14.2% | -8.4% | +22.6% | +13.7% |
| 3M | +3.2% | -1.5% | +4.7% | +3.1% |
| 6M | -7.4% | -1.4% | -6.1% | -7.5% |
| YTD | +1.5% | +2.4% | -0.9% | +1.6% |
| 1Y | +3.9% | +3.5% | +0.4% | +4.1% |
| 3Y | -5.5% | +125.3% | -130.8% | -9.0% |
| All | -12.7% | +180.2% | -192.9% | -15.5% |
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