+15.3%
SHW vs PDD
-22.7%
+38.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -3.2% | -4.1% | +0.8% | -3.0% |
| 30D | -9.5% | -9.6% | +0.1% | -9.1% |
| 3M | +11.5% | -4.3% | +15.7% | +11.6% |
| 6M | -3.5% | -18.8% | +15.2% | -2.7% |
| YTD | +3.7% | -27.5% | +31.2% | +5.1% |
| 1Y | -7.9% | -33.6% | +25.7% | -6.4% |
| 3Y | +24.7% | -20.4% | +45.1% | +24.0% |
| All | +15.3% | -22.7% | +38.0% | +14.4% |
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