+37.5%
PPL vs MAGS
+185.8%
-148.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.2% | +3.0% | -5.2% | -2.0% |
| 30D | +1.7% | -7.3% | +9.0% | +1.3% |
| 3M | +0.1% | +1.7% | -1.6% | +0.2% |
| 6M | -1.5% | -0.4% | -1.2% | -1.4% |
| YTD | +3.0% | +4.4% | -1.4% | +3.2% |
| 1Y | -1.4% | +5.1% | -6.5% | -1.2% |
| 3Y | +53.5% | +122.6% | -69.2% | +54.7% |
| All | +37.5% | +185.8% | -148.3% | +34.9% |
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 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