+15.6%
PLD vs MAGS
+180.2%
-164.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | -0.3% | -8.4% | +8.1% | +2.0% |
| 3M | -8.0% | -1.5% | -6.5% | -7.8% |
| 6M | -9.8% | -1.4% | -8.4% | -9.8% |
| YTD | +1.8% | +2.4% | -0.6% | +0.4% |
| 1Y | +5.6% | +3.5% | +2.1% | +3.8% |
| 3Y | +33.3% | +125.3% | -92.0% | +4.2% |
| All | +15.6% | +180.2% | -164.6% | -15.1% |
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 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