+39.8%
PPL vs MAGS
+180.2%
-140.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.5% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +5.4% | -8.4% | +13.8% | +5.0% |
| 3M | +4.3% | -1.5% | +5.8% | +4.2% |
| 6M | -1.3% | -1.4% | 0.0% | -1.3% |
| YTD | +4.7% | +2.4% | +2.3% | +4.9% |
| 1Y | +1.3% | +3.5% | -2.3% | +1.4% |
| 3Y | +57.2% | +125.3% | -68.0% | +58.2% |
| All | +39.8% | +180.2% | -140.5% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling