+231.7%
PLD vs SHW
+358.9%
-127.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.5% |
| 7D | -0.8% | +3.5% | -4.3% | -2.8% |
| 30D | -0.3% | +9.2% | -9.5% | -5.1% |
| 3M | -8.0% | -5.1% | -2.9% | -6.1% |
| 6M | -9.8% | +6.8% | -16.6% | -14.2% |
| YTD | +1.8% | +7.0% | -5.2% | -3.7% |
| 1Y | +5.6% | +4.1% | +1.5% | +1.2% |
| 3Y | +33.3% | +41.1% | -7.8% | +7.6% |
| 5Y | +0.3% | +12.9% | -12.6% | -11.1% |
| All | +231.7% | +358.9% | -127.2% | +97.5% |
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