+194.2%
PLD vs MGY
+209.8%
-15.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.8% | +1.8% | -4.6% | -3.1% |
| 30D | -3.6% | +6.5% | -10.1% | -4.6% |
| 3M | -7.1% | +0.3% | -7.4% | -7.4% |
| 6M | +0.2% | -2.4% | +2.6% | -0.1% |
| YTD | +6.9% | +29.0% | -22.1% | +1.9% |
| 1Y | +25.0% | +17.0% | +8.0% | +20.8% |
| 3Y | +20.8% | +26.2% | -5.4% | +14.3% |
| 5Y | +16.2% | +92.3% | -76.2% | +2.3% |
| All | +194.2% | +209.8% | -15.6% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MGY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling