+147.5%
SHW vs PDD
+213.3%
-65.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +3.5% | +5.6% | -2.2% | +3.1% |
| 30D | +9.2% | +5.8% | +3.5% | +8.9% |
| 3M | -5.1% | -8.6% | +3.5% | -4.6% |
| 6M | +6.8% | -18.8% | +25.7% | +8.0% |
| YTD | +7.0% | -26.8% | +33.7% | +8.7% |
| 1Y | +4.1% | -39.3% | +43.4% | +6.8% |
| 3Y | +41.1% | -22.5% | +63.6% | +40.5% |
| 5Y | +12.9% | -0.8% | +13.6% | +7.0% |
| All | +147.5% | +213.3% | -65.8% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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