+765.0%
PLTR vs SHW
+41.1%
+723.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | -12.9% | +3.5% | -16.3% | -13.8% |
| 30D | -17.4% | +9.2% | -26.6% | -19.9% |
| 3M | +2.9% | -5.1% | +8.0% | +4.6% |
| 6M | +19.9% | +6.8% | +13.0% | +16.9% |
| YTD | -9.8% | +7.0% | -16.7% | -13.9% |
| 1Y | -8.4% | +4.1% | -12.5% | -11.3% |
| 3Y | +765.0% | +41.1% | +724.0% | +551.2% |
| All | +765.0% | +41.1% | +723.9% | +551.2% |
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