+3.7%
PG vs MAGS
+187.7%
-183.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -3.4% | +0.8% | -4.2% | -3.4% |
| 30D | -2.6% | +0.4% | -3.0% | -2.6% |
| 3M | -3.3% | +5.6% | -8.9% | -3.2% |
| 6M | -6.7% | +12.3% | -19.0% | -6.5% |
| YTD | +1.7% | +5.1% | -3.3% | +1.8% |
| 1Y | -7.9% | +14.0% | -21.9% | -7.7% |
| 3Y | +0.9% | +129.4% | -128.4% | -0.3% |
| All | +3.7% | +187.7% | -183.9% | -0.2% |
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