+151.0%
SHW vs PDD
+216.8%
-65.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.1% |
| 7D | +5.7% | +5.9% | -0.2% | +5.4% |
| 30D | +8.7% | +7.1% | +1.6% | +8.2% |
| 3M | -5.4% | -7.7% | +2.3% | -5.0% |
| 6M | +12.2% | -13.2% | +25.5% | +13.0% |
| YTD | +8.5% | -26.0% | +34.4% | +10.1% |
| 1Y | +4.9% | -38.4% | +43.4% | +7.6% |
| 3Y | +42.8% | -21.1% | +64.0% | +42.1% |
| 5Y | +14.5% | +0.3% | +14.1% | +8.5% |
| All | +151.0% | +216.8% | -65.8% | +102.3% |
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