+155.6%
SHW vs PDD
+199.6%
-44.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.6% |
| 7D | +4.2% | -1.0% | +5.2% | +4.3% |
| 30D | +11.3% | -2.4% | +13.7% | +11.4% |
| 3M | -1.8% | -14.6% | +12.8% | -0.9% |
| 6M | +12.7% | -19.6% | +32.3% | +14.0% |
| YTD | +10.4% | -30.0% | +40.4% | +12.5% |
| 1Y | +4.7% | -42.5% | +47.2% | +7.8% |
| 3Y | +42.7% | -27.2% | +69.9% | +42.6% |
| 5Y | +14.5% | -8.2% | +22.8% | +9.1% |
| All | +155.6% | +199.6% | -44.0% | +106.6% |
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