+15.2%
PLD vs SHW
+15.5%
-0.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | -2.4% | -3.2% | +0.8% | -0.8% |
| 30D | -2.4% | -9.5% | +7.1% | +2.5% |
| 3M | -3.8% | +11.5% | -15.3% | -10.0% |
| 6M | 0.0% | -3.5% | +3.6% | +0.8% |
| YTD | +9.2% | +3.7% | +5.5% | +5.4% |
| 1Y | +25.9% | -7.9% | +33.8% | +29.3% |
| 3Y | +21.3% | +24.7% | -3.4% | +4.7% |
| All | +15.2% | +15.5% | -0.3% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling