+240.1%
PLD vs SHAK
+81.5%
+158.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -2.8% | -11.0% | +8.1% | -0.9% |
| 30D | -3.6% | -14.0% | +10.4% | -1.1% |
| 3M | -7.1% | +13.3% | -20.4% | -9.7% |
| 6M | +0.2% | -35.3% | +35.6% | +6.2% |
| YTD | +6.9% | -24.0% | +30.9% | +9.5% |
| 1Y | +25.0% | -36.7% | +61.7% | +32.0% |
| 3Y | +20.8% | -5.4% | +26.1% | +13.9% |
| 5Y | +16.2% | -24.9% | +41.1% | +8.9% |
| All | +240.1% | +81.5% | +158.6% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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