+303.6%
PLD vs SHAK
+59.5%
+244.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | +1.3% | +4.3% | -3.0% | +0.7% |
| 30D | -1.4% | +9.0% | -10.4% | -2.8% |
| 3M | -8.2% | +1.8% | -10.0% | -8.7% |
| 6M | -8.0% | +17.3% | -25.3% | -11.1% |
| YTD | +3.2% | -7.6% | +10.8% | +2.0% |
| 1Y | +7.0% | -16.9% | +23.9% | +7.5% |
| 3Y | +38.3% | +35.1% | +3.2% | +24.9% |
| 5Y | +0.2% | -11.3% | +11.4% | -7.0% |
| 10Y | +268.3% | +98.8% | +169.5% | +187.9% |
| All | +303.6% | +59.5% | +244.1% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling