-0.7%
PLD vs SHEL
+159.8%
-160.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.8% | -8.8% | +8.0% | +1.6% |
| 30D | -0.3% | +2.3% | -2.6% | -1.0% |
| 3M | -8.0% | +11.6% | -19.6% | -10.8% |
| 6M | -9.8% | +15.7% | -25.5% | -13.6% |
| YTD | +1.8% | +38.6% | -36.8% | -8.0% |
| 1Y | +5.6% | +38.5% | -32.9% | -4.6% |
| 3Y | +33.3% | +66.9% | -33.6% | +13.8% |
| All | -0.7% | +159.8% | -160.5% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling