+1,668.3%
PLTR vs SHW
+56.3%
+1,612.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +4.7% | +1.9% | +2.8% | +3.9% |
| 30D | -16.4% | +8.1% | -24.5% | -19.7% |
| 3M | -6.2% | -2.8% | -3.4% | -5.4% |
| 6M | +29.2% | +15.0% | +14.1% | +18.9% |
| YTD | -5.5% | +9.0% | -14.5% | -12.2% |
| 1Y | -2.4% | +4.5% | -6.9% | -7.3% |
| 3Y | +752.3% | +41.9% | +710.5% | +563.9% |
| 5Y | +635.8% | +10.7% | +625.1% | +484.9% |
| All | +1,668.3% | +56.3% | +1,612.0% | +1,264.9% |
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 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