-12.8%
PFE vs MAGS
+180.2%
-193.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.7% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | +5.0% | -8.4% | +13.3% | +5.5% |
| 3M | +12.2% | -1.5% | +13.7% | +12.2% |
| 6M | +14.6% | -1.4% | +15.9% | +14.5% |
| YTD | +24.1% | +2.4% | +21.7% | +23.6% |
| 1Y | +26.6% | +3.5% | +23.0% | +26.0% |
| 3Y | +14.3% | +125.3% | -111.0% | +6.8% |
| All | -12.8% | +180.2% | -193.1% | -20.1% |
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