+240.3%
PLD vs SHW
+275.8%
-35.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.3% |
| 30D | -1.2% | -11.6% | +10.4% | +5.1% |
| 3M | -2.3% | +9.1% | -11.4% | -7.6% |
| 6M | +4.5% | -0.7% | +5.2% | +3.6% |
| YTD | +10.1% | +1.4% | +8.8% | +7.7% |
| 1Y | +25.9% | -12.3% | +38.2% | +32.4% |
| 3Y | +24.4% | +23.4% | +1.0% | +8.4% |
| 5Y | +15.5% | +15.0% | +0.4% | +1.8% |
| 10Y | +240.3% | +278.3% | -38.0% | +97.4% |
| All | +240.3% | +275.8% | -35.5% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SHW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling