+38.2%
PLD vs SHW
+41.6%
-3.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -3.7% | +8.4% | -12.2% | -7.6% |
| 3M | -7.9% | -2.2% | -5.7% | -7.3% |
| 6M | -9.2% | +13.3% | -22.5% | -16.0% |
| YTD | +3.1% | +9.2% | -6.2% | -3.5% |
| 1Y | +6.2% | +2.9% | +3.3% | +2.9% |
| All | +38.2% | +41.6% | -3.4% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling