+267.4%
PLD vs SHW
+352.3%
-84.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +0.8% | +4.2% | -3.5% | -1.5% |
| 30D | +0.5% | +11.3% | -10.8% | -5.3% |
| 3M | -5.5% | -1.8% | -3.7% | -5.2% |
| 6M | -8.3% | +12.7% | -21.0% | -15.2% |
| YTD | +4.3% | +10.4% | -6.1% | -3.0% |
| 1Y | +7.4% | +4.7% | +2.7% | +2.7% |
| 3Y | +37.1% | +42.7% | -5.6% | +9.8% |
| 5Y | +1.3% | +14.5% | -13.2% | -10.9% |
| 10Y | +267.4% | +340.7% | -73.3% | +93.4% |
| All | +267.4% | +352.3% | -84.9% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling