+4.1%
SHW vs PDD
-39.8%
+43.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +3.5% | +5.6% | -2.2% | +2.3% |
| 30D | +9.2% | +5.8% | +3.5% | +8.0% |
| 3M | -5.1% | -8.6% | +3.5% | -3.9% |
| 6M | +6.8% | -18.8% | +25.7% | +11.6% |
| YTD | +7.0% | -26.8% | +33.7% | +13.1% |
| 1Y | +4.1% | -39.3% | +43.4% | +13.6% |
| All | +4.1% | -39.8% | +43.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling