+1,643.3%
PLD vs SHW
+5,632.9%
-3,989.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.8% | -0.3% |
| 7D | +0.4% | +5.7% | -5.3% | -2.3% |
| 30D | -0.1% | +8.7% | -8.8% | -4.2% |
| 3M | -7.9% | -5.4% | -2.6% | -6.1% |
| 6M | -7.0% | +12.2% | -19.2% | -12.9% |
| YTD | +3.1% | +8.5% | -5.4% | -2.4% |
| 1Y | +7.1% | +4.9% | +2.2% | +2.9% |
| 3Y | +32.9% | +42.8% | -10.0% | +10.1% |
| 5Y | +1.5% | +14.5% | -12.9% | -8.6% |
| 10Y | +245.9% | +373.0% | -127.1% | +62.3% |
| All | +1,643.3% | +5,632.9% | -3,989.6% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling