+14.5%
PLD vs SHEL
+179.1%
-164.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -2.4% | +2.2% | -4.6% | -2.9% |
| 30D | -2.4% | +6.8% | -9.3% | -4.1% |
| 3M | -3.8% | +8.1% | -11.9% | -5.8% |
| 6M | 0.0% | +14.4% | -14.4% | -3.9% |
| YTD | +9.2% | +30.0% | -20.7% | +1.2% |
| 1Y | +25.9% | +33.3% | -7.4% | +15.7% |
| 3Y | +21.3% | +66.4% | -45.1% | +5.3% |
| All | +14.5% | +179.1% | -164.6% | -5.9% |
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