+346.7%
SHW vs PPL
+65.2%
+281.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -2.1% | -1.0% | -1.2% | -1.7% |
| 30D | +11.1% | +3.0% | +8.1% | +9.6% |
| 3M | -2.2% | +1.1% | -3.3% | -2.7% |
| 6M | +14.3% | -0.8% | +15.1% | +14.7% |
| YTD | +10.6% | +3.5% | +7.1% | +8.5% |
| 1Y | +4.1% | -0.9% | +5.0% | +4.0% |
| 3Y | +42.9% | +54.2% | -11.4% | +15.5% |
| 5Y | +14.2% | +46.3% | -32.1% | -5.7% |
| 10Y | +346.7% | +65.0% | +281.7% | +222.3% |
| All | +346.7% | +65.2% | +281.5% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling