+1,621.7%
PLD vs SHEL
+550.0%
+1,071.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -0.8% | -8.8% | +8.0% | +3.2% |
| 30D | -0.3% | +2.3% | -2.6% | -1.4% |
| 3M | -8.0% | +11.6% | -19.6% | -12.6% |
| 6M | -9.8% | +15.7% | -25.5% | -16.0% |
| YTD | +1.8% | +38.6% | -36.8% | -13.1% |
| 1Y | +5.6% | +38.5% | -32.9% | -9.9% |
| 3Y | +33.3% | +66.9% | -33.6% | +3.7% |
| 5Y | +0.3% | +160.6% | -160.3% | -38.6% |
| 10Y | +241.6% | +214.1% | +27.5% | +66.5% |
| All | +1,621.7% | +550.0% | +1,071.8% | +574.4% |
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