+8.3%
PGR vs MAGS
+12.7%
-4.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +1.0% |
| 7D | -0.6% | +0.6% | -1.3% | -0.4% |
| 30D | +4.9% | +3.2% | +1.7% | +6.0% |
| 3M | +7.6% | +7.7% | 0.0% | +10.5% |
| 6M | +8.3% | +12.5% | -4.2% | +10.9% |
| All | +8.3% | +12.7% | -4.5% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling