+38.3%
PLD vs MAGS
+122.1%
-83.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.3% | +1.7% | -0.3% | +0.9% |
| 30D | -1.4% | -5.8% | +4.4% | +0.1% |
| 3M | -8.2% | +0.2% | -8.4% | -8.3% |
| 6M | -8.0% | -2.7% | -5.4% | -7.6% |
| YTD | +3.2% | +4.1% | -0.9% | +1.3% |
| 1Y | +7.0% | +7.5% | -0.5% | +4.0% |
| 3Y | +38.3% | +122.0% | -83.8% | +9.1% |
| All | +38.3% | +122.1% | -83.8% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling