+134.5%
SHW vs PDD
+200.9%
-66.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -2.1% |
| 7D | -1.2% | -4.1% | +2.9% | -0.9% |
| 30D | -11.6% | -13.1% | +1.5% | -10.9% |
| 3M | +9.1% | -3.5% | +12.6% | +9.3% |
| 6M | -0.7% | -21.8% | +21.1% | +0.6% |
| YTD | +1.4% | -29.7% | +31.0% | +3.2% |
| 1Y | -12.3% | -36.2% | +23.9% | -10.2% |
| 3Y | +23.4% | -16.4% | +39.7% | +22.2% |
| 5Y | +15.0% | -23.8% | +38.9% | +10.9% |
| All | +134.5% | +200.9% | -66.4% | +89.6% |
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