-15.6%
PFE vs MAGS
+188.2%
-203.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +1.8% | +0.5% | +1.2% | +1.7% |
| 30D | +10.2% | +1.5% | +8.7% | +10.1% |
| 3M | +12.7% | +0.5% | +12.2% | +12.6% |
| 6M | +10.5% | +11.6% | -1.0% | +9.6% |
| YTD | +20.2% | +5.3% | +14.9% | +19.6% |
| 1Y | +24.1% | +14.9% | +9.2% | +22.8% |
| 3Y | -3.6% | +128.9% | -132.5% | -9.6% |
| All | -15.6% | +188.2% | -203.8% | -22.7% |
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