+25.9%
PLD vs SHEL
+37.1%
-11.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.5% |
| 7D | -0.9% | +1.9% | -2.8% | -1.1% |
| 30D | -1.2% | +8.7% | -9.8% | -2.1% |
| 3M | -2.3% | +11.0% | -13.3% | -4.0% |
| 6M | +4.5% | +14.6% | -10.0% | +1.4% |
| YTD | +10.1% | +33.3% | -23.1% | +1.7% |
| 1Y | +25.9% | +37.9% | -12.0% | +15.5% |
| All | +25.9% | +37.1% | -11.2% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling