+140.0%
SHW vs PDD
+210.2%
-70.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 3M | +11.5% | -4.3% | +15.7% | +11.7% |
| 6M | -3.5% | -18.8% | +15.2% | -2.5% |
| YTD | +3.7% | -27.5% | +31.2% | +5.4% |
| 1Y | -7.9% | -33.6% | +25.7% | -6.0% |
| 3Y | +24.7% | -20.4% | +45.1% | +23.9% |
| 5Y | +13.6% | -19.6% | +33.2% | +9.1% |
| All | +140.0% | +210.2% | -70.2% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling