+212.5%
PH vs MAGS
+186.6%
+25.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +0.4% | +1.2% | -0.8% | -0.2% |
| 30D | -10.8% | -0.1% | -10.7% | -10.8% |
| 3M | +8.5% | +3.8% | +4.6% | +5.9% |
| 6M | +3.9% | +13.2% | -9.3% | -3.5% |
| YTD | +9.4% | +4.7% | +4.7% | +5.8% |
| 1Y | +26.8% | +14.4% | +12.4% | +16.0% |
| 3Y | +140.8% | +128.6% | +12.2% | +57.8% |
| All | +212.5% | +186.6% | +25.8% | +91.0% |
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