-2.9%
SHOP vs PLD
-0.1%
-2.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.6% |
| 7D | -5.4% | -0.8% | -4.7% | -4.7% |
| 30D | -10.3% | -0.3% | -10.0% | -10.2% |
| 3M | +1.0% | -8.0% | +9.0% | +8.2% |
| 6M | +41.2% | -9.8% | +51.0% | +51.8% |
| YTD | -7.5% | +1.8% | -9.3% | -11.4% |
| 1Y | -4.6% | +5.6% | -10.2% | -11.8% |
| 3Y | +146.4% | +33.3% | +113.2% | +70.2% |
| All | -2.9% | -0.1% | -2.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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