+212.7%
PH vs MAGS
+186.7%
+26.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.1% |
| 7D | +3.0% | +1.3% | +1.7% | +2.3% |
| 30D | -0.6% | -6.3% | +5.7% | +2.7% |
| 3M | -10.7% | -0.1% | -10.7% | -10.8% |
| 6M | +9.1% | -0.8% | +9.8% | +8.9% |
| YTD | +9.5% | +4.7% | +4.8% | +5.8% |
| 1Y | +14.0% | +6.8% | +7.3% | +8.8% |
| 3Y | +138.9% | +128.9% | +9.9% | +56.2% |
| All | +212.7% | +186.7% | +26.0% | +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