+1.2%
PLD vs SHAK
-10.3%
+11.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.2% |
| 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% | -11.9% |
| YTD | +4.2% | -7.6% | +11.8% | +2.7% |
| 1Y | +6.2% | -18.7% | +25.0% | +7.4% |
| 3Y | +37.0% | +36.4% | +0.6% | +16.3% |
| 5Y | +1.2% | -10.5% | +11.7% | -14.7% |
| All | +1.2% | -10.3% | +11.5% | -14.7% |
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