+10.2%
SHW vs PDD
-16.7%
+26.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | +1.9% | -4.9% | +6.8% | +2.2% |
| 30D | +8.1% | -3.0% | +11.1% | +8.2% |
| 3M | -2.8% | -6.2% | +3.4% | -2.5% |
| 6M | +15.0% | -20.7% | +35.8% | +16.2% |
| YTD | +9.0% | -30.4% | +39.4% | +10.7% |
| 1Y | +4.5% | -41.3% | +45.8% | +6.8% |
| 3Y | +41.9% | -27.7% | +69.6% | +41.7% |
| All | +10.2% | -16.7% | +26.9% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling