+5.7%
PG vs MAGS
+190.0%
-184.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | +0.8% | +3.2% | -2.4% | +0.9% |
| 3M | -1.3% | +7.7% | -9.0% | -1.2% |
| 6M | -3.8% | +12.5% | -16.3% | -3.6% |
| YTD | +3.6% | +6.0% | -2.3% | +3.7% |
| 1Y | -5.7% | +14.4% | -20.1% | -5.5% |
| 3Y | +1.6% | +127.5% | -125.9% | +0.6% |
| All | +5.7% | +190.0% | -184.4% | +1.6% |
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