+240.3%
PLD vs SHEL
+197.6%
+42.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.2% |
| 7D | -0.9% | +1.9% | -2.8% | -1.4% |
| 30D | -1.2% | +8.7% | -9.8% | -3.4% |
| 3M | -2.3% | +11.0% | -13.3% | -5.1% |
| 6M | +4.5% | +14.6% | -10.0% | +0.4% |
| YTD | +10.1% | +33.3% | -23.1% | +1.4% |
| 1Y | +25.9% | +37.9% | -12.0% | +14.7% |
| 3Y | +24.4% | +69.7% | -45.3% | +6.9% |
| 5Y | +15.5% | +190.2% | -174.7% | -15.1% |
| 10Y | +240.3% | +197.0% | +43.3% | +139.1% |
| All | +240.3% | +197.6% | +42.7% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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