+565.8%
PLTR vs SHW
+14.2%
+551.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.1% |
| 7D | -5.3% | -1.2% | -4.2% | -4.8% |
| 30D | -1.0% | -11.6% | +10.6% | +5.6% |
| 3M | +24.8% | +9.1% | +15.7% | +18.1% |
| 6M | +8.4% | -0.7% | +9.0% | +6.9% |
| YTD | -4.2% | +1.4% | -5.5% | -7.9% |
| 1Y | +9.1% | -12.3% | +21.4% | +14.4% |
| 3Y | +1,025.6% | +23.4% | +1,002.2% | +817.5% |
| 5Y | +565.8% | +15.0% | +550.7% | +405.9% |
| All | +565.8% | +14.2% | +551.5% | +405.9% |
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 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