-0.7%
PLD vs SHW
+11.1%
-11.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.3% | +1.9% | -0.6% | +0.4% |
| 30D | -1.4% | +8.1% | -9.4% | -5.5% |
| 3M | -8.2% | -2.8% | -5.4% | -7.3% |
| 6M | -8.0% | +15.0% | -23.0% | -15.7% |
| YTD | +3.2% | +9.0% | -5.8% | -3.4% |
| 1Y | +7.0% | +4.5% | +2.5% | +2.6% |
| 3Y | +38.3% | +41.9% | -3.6% | +11.1% |
| All | -0.7% | +11.1% | -11.8% | -10.3% |
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