+1,670.4%
PLD vs SHEL
+548.6%
+1,121.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +0.7% | -5.8% | +6.5% | +3.3% |
| 30D | +0.8% | -1.3% | +2.1% | +1.2% |
| 3M | -6.1% | +12.7% | -18.8% | -11.2% |
| 6M | -8.0% | +19.9% | -27.9% | -15.6% |
| YTD | +4.7% | +38.3% | -33.6% | -10.6% |
| 1Y | +7.2% | +35.7% | -28.5% | -7.7% |
| 3Y | +39.2% | +71.7% | -32.5% | +7.0% |
| 5Y | +1.9% | +158.4% | -156.5% | -37.3% |
| 10Y | +256.8% | +204.1% | +52.7% | +77.0% |
| All | +1,670.4% | +548.6% | +1,121.8% | +594.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling