+272.2%
PLD vs SHAK
+105.4%
+166.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | -1.0% | +3.0% | -4.1% | -1.6% |
| 30D | -1.8% | +8.2% | -10.1% | -3.4% |
| 3M | -6.0% | +4.6% | -10.6% | -7.2% |
| 6M | -8.4% | +16.3% | -24.7% | -11.8% |
| YTD | +4.2% | -7.6% | +11.8% | +2.8% |
| 1Y | +6.2% | -18.7% | +25.0% | +7.2% |
| 3Y | +37.0% | +36.4% | +0.6% | +20.5% |
| 5Y | +1.2% | -10.5% | +11.7% | -7.9% |
| 10Y | +272.2% | +99.0% | +173.2% | +166.4% |
| All | +272.2% | +105.4% | +166.8% | +166.4% |
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