+15.5%
PLD vs SHAK
-22.1%
+37.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | -0.9% | -0.3% | -0.5% | -0.8% |
| 30D | -1.2% | -5.2% | +4.0% | -0.3% |
| 3M | -2.3% | +27.3% | -29.6% | -6.9% |
| 6M | +4.5% | -27.9% | +32.4% | +8.7% |
| YTD | +10.1% | -17.0% | +27.1% | +11.1% |
| 1Y | +25.9% | -30.9% | +56.8% | +31.1% |
| 3Y | +24.4% | +3.4% | +21.0% | +13.9% |
| 5Y | +15.5% | -20.5% | +35.9% | -0.8% |
| All | +15.5% | -22.1% | +37.5% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling